"In fact, up at Camp David, we do skeet shooting all the time," Obama told The New Republic in an interview.
The White House did not provide a photo.
Obama told the magazine the rights of hunters and other gun owners have to be respected as he and his allies pursue a legislative package that includes new gun-control measures.
"I have a profound respect for the traditions of hunting that trace back in this country for generations," Obama said. "And I think those who dismiss that out of hand make a big mistake."
The National Rifle Association and other gun rights groups have vowed to block Obama proposals that include a revamped assault weapons ban, universal background checks, and restrictions on the size of ammunition magazines. The administration developed the plan after the deaths of 20 children during a Dec. 14 shooting at an elementary school in Connecticut.
Responding to Obama's comments, NRA chief lobbyist Chris Cox said in a statement that "the Second Amendment is not about shooting skeet and it's not a tradition. It is a fundamental right upheld by the U.S. Supreme Court."
As the congressional debate moves forward, Obama told The New Republic that gun control backers need to understand the different ways in which urban areas and rural areas view guns.
"If you grew up and your dad gave you a hunting rifle when you were 10, and you went out and spent the day with him and your uncles, and that became part of your family's traditions, you can see why you'd be pretty protective of that," Obama said.