The Show: Fun Home was a hit on Broadway after it opened at the Circle in the Square Theatre in April 2015, nominated for 12 Tony Awards, winning five, including best musical.
"Fun Home" is a true story about cartoonist Alison Bechedel, who explores her own sexuality as a lesbian, and the suicide of her father, who led a gay, closeted life.
The cast of the touring production is led by Kate Shindle, who is also the president of the labor union Actors' Equity.
Comey and his wife posed for a photo with the company of the show after the performance at the National Theater.
"Their daughter saw the tour in Chicago and told them they had to see it", Whitman wrote in an email. "He said something to the effect of it was the best thing they could have picked for their first outing".
Shindle said the Comeys "both said they were really emotionally affected by the show".
"It's awfully moving", Whitman continued, "but I would imagine doubly so at the end of a week like this". "I was a little tongue-tied, and as they were leaving, I said, 'Get home safe, ' as if I were his mom, and also as if he doesn't know every Federal Bureau of Investigation agent in the country".
Comey was unexpectedly canned on Tuesday amid the FBI's probe into suspected Russian ties to Trump's presidential campaign.
Former Secretary of State Hillary Clinton has also gone to several Broadway musicals following her election loss and was spotted backstage with "Sunset Boulevard" star Glenn Close in February.