It was unusual for her to visit a country smaller than Ireland, Mrs McAleese told Prince Albert of Monaco and guests at an Ireland Fund dinner on Saturday.
The tiny principality of 30,000 may not be the most important country the President ever visits, but it must be one of the strangest, a money-dripping mix of Beverly Hills and Disneyland, Lilliput on the Riviera.
Residents are only half-joking when they call it a police state. "Monaco is so safe that a woman can go to her Rolls-Royce in the underground car-park by the casino alone, wearing all her diamonds, in the middle of the night," the wife of one of Prince Rainier's retainers boasted.
There are surveillance cameras everywhere on the streets lined with banks and designer boutiques; not a speck of rubbish, never a homeless person.
Only cars with Monaco plates are allowed on to "The Rock", the promontory where a Grimaldi ancestor disguised as a monk took over the palace in 1297. My car was stopped because it was French-registered, but when I explained we were following the President of Ireland, the policeman let us continue.
The same rigid formality prevails at the palace where Their Serene Highnesses - they really are called that - Prince Rainier and Prince Albert live. When Mrs McAleese arrived in the cour d'honneur on Saturday, wearing a cherry-red Louise Kennedy dress and heels so high you wondered how she could walk in them, she was greeted by Prince Rainier's chamberlain.
Mr Bill Vincent, who heads the Ireland Fund in Monaco, asked Mrs McAleese to attend a fundraising dinner months ago. When he informed the palace, Princes Rainier and Albert said they, too, would like to meet her. Rainier has reigned for 51 of his 77 years and underwent three operations this year. Mrs McAleese was his first luncheon guest in four months.
At the Princess Grace Irish Library, Prof Bruce Stewart from the University of Ulster placed on the table a book on Mrs McAleese's home county of Roscommon, and a 1654 Spanish atlas of Ireland, "because the President speaks Spanish".
The President leafed through a photo album of the Grimaldis' 1961 state visit to Ireland. Prince Rainier had recounted how he'd asked Sinead Bean de Valera, who wrote fairy tales, if she believed in ghosts. "No, but they scare me," she replied.
By pushing a key on a portable computer, Mrs McAleese and Prince Albert officially inaugurated the library's new website (www.pgil-eirdata.org), an encyclopaedia of more than 4,000 Irish authors.
Now wearing a mauve trouser suit and drop pearl earrings, the President looked more regal than Prince Albert. "When my mother, Princess Grace, started collecting Irish books and music, it was because she wanted to strengthen the link with the Kellys of Co Mayo," he said. "From this day on, in my mother's name, Irish culture will reach every corner of the planet."
In the Salle Empire of the Hotel de Paris, the President spoke to 250 guests about Northern Ireland. The room was all gold, crystal and mirrors, with a rococo fresco of nudes lolling beside a fountain. A long way from Dublin or Belfast, perhaps, but her audience listened intently as she asked them to continue supporting Ireland.
"A blessed generation entered this millennium in Ireland with more hope and realisable expectations than any other," Mrs McAleese said. Nowhere was this mood more visible than in the Good Friday agreement. Difficult work remained to be done, she added, "but it is just that - difficult, not impossible".
She expected "ups and downs in the road ahead" but felt Ireland would be helped by the "robust new web of fresh relationships [that] has replaced the tired, patched and punctured relationships of the past".
With new institutions, new relationships and "a much softer language of engagement between those who were once harsh opponents. . .the Good Friday agreement is translating into tangible benefits for all of those who share the island of Ireland, but especially for those who have endured so much in Northern Ireland".
One of the saddest things in Irish history, she said, was "how so many people, living so close to each other, came to misunderstand, dislike and distrust each other so much".
There was bafflement among the academics, aristocrats and millionaires from the US when Different Drums, a mixed Catholic and Protestant group from Co Down, played what many took to be Protestant marching music.
"It's not Protestant or Catholic, it's everybody's music," one of the musicians said. "Until the current Troubles, these drums were also used by Hibernians." Some guests plugged their ears with their fingers. Faces reddened and a few walked out. But when the concert was over, the applause was nearly as loud as a Lambeg drum.