The week began "with good news", Obrador said at a press conference on Monday and hailed the film's director, Alfonso Cuaron, Efe news reported.
The 91st Academy Awards on Sunday saw "Roma" become the first Mexican feature to win the Oscar for best foreign film, while Cuaron took home the awards for cinematography and directing.
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"It pleases me very much that a Mexican, that a team, a group of actors, professionals, have this recognition that is so important in cinema," Obrador said.
The Mexican President though acknowledged he was yet to see "Roma" and vowed to reach out personally to Cuaron and everyone else involved in the film, which tells the story of an indigenous domestic worker.
Shot in black-and-white with dialogue in Spanish and the indigenous Mixtec language, "Roma" was released by streaming service Netflix, not a traditional studio.
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"Roma" was nominated for the Oscar in 10 different categories, including best picture and a best actress nomination for Yalitza Aparicio, a Mixtec schoolteacher with no prior acting experience.
In five of the last six years, the Oscar for best director has gone to a Mexican.
The run started in 2014 with Cuaron, who won for "Gravity", Alejandro Gonzalez Inarritu took the honor in 2015 and 2016, for "Birdman" and "The Revenant" respectively, while Guillermo Del Toro was named best director in 2018 for "The Shape of Water"