The Democrat spoke about how the congressional delegation responded to help those affected by Superstorm Sandy.
Menendez sat near and chatted with Republican Gov. Chris Christie at Thursday night's dinner.
Menendez left without answering questions about Tuesday night's FBI search of the Florida office of a political donor.
Menendez's office said he reimbursed the donor this year for the cost of two of three trips Menendez took on the donor's plane to the Dominican Republic in 2010.
His office has denied allegations that the senator engaged in sex with prostitutes while in the Dominican Republic.