The visit occurred under tight security as part of Turkish President Recep Tayyip Erdogan's official visit to Croatia.
The two first ladies did not speak to the press.
During the joint religious education period, pupils read from the Bible and the Quran, among other things, said Melisa Arslani, the Islamic religious education teacher.
"The First Lady of Turkey was very pleased. She wanted to tell us that we are all one, believe in one God, although in a different way, but we beat her to it," she added.
During recess, pupils listened to traditional Turkish music, while the school menu included Turkish dishes so they could learn about Turkish culture, said headmistress Ljiljana Klinger.
"We are the only Halal certified school in Croatia, whereby we are sending the strong message that we are a state, city and school which respect diversity," she added.
She said the school had been teaching Islamic religious education for years.