Continuing with the promotion of her "Let's Move" fitness campaign, First Lady Michelle Obama invited comedian Jimmy Fallon to the White House to compete against him in a series of physical activities.

Tuesday night's episode of Late Night with Jimmy Fallon showed the NBC host and Mrs. Obama compete in a one-on-one battle of pushups, tug-of-war, dodge ball, and a sack race in the end.

Trying to find perspective after losing the sack race, a fatigued Fallon shared some sobering thoughts with Mrs. Obama.

"I think the most important thing for the kids to learn is about being active and having fun," he said. "It doesn't matter if you won or if you lost."

"It matters," Mrs. Obama replied.

This challenge comes after the first lady battled Ellen DeGeneres to a push up contest last week.

WATCH: Video from NBC, which was broadcast on January 8, 2012.