The first US President to leave the country while in office was Theodore Roosevelt. Where did he visit, when and why?

Theodore Roosevelt went to visit the Panama Canal in November 1906 to observe progress and more importantly, help encourage better conditions and provide health insurance for the workers. Malaria was a huge problem and risk for the people building the canal. Without Roosevelt's support for the workers, the project might have stalled. Roosevelt also stopped by Puerto Rico on the way back to the mainland.

https://www.history.com/this-day-in-history/teddy-roosevelt-travels-to-panama