The 18-year-old is with parents President Barack Obama, first lady Michelle and sister Sasha on their final vacation as First Family on the Massachusetts island.
Malia went to the party at the private home in West Tisbury near the presidential summer retreat, the Boston Herald reported, but was escorted home right as officers responded to a noise complaint.
West Tisbury police declined to confirm if the first daughter was one of the partygoers ushered out of the bash, citing ‘national security’ to the newspaper.
They did elaborate that they ‘responded to a noise complaint, like we do numerous times this time of year.
‘We told them to go home and they did.’
Earlier this month, she was pictured taking a drag of what appeared to be a marijuana cigarette at the Lollapalooza concert in Chicago.