Supposedly he even banned it from Air Force One, stating:

“I do not like broccoli. I haven’t liked it since I was a little kid and my mother made me eat it, and I’m president of the United States, and I’m not going to eat any more broccoli.”

I learned about this fact from: http://www.nytimes.com/1990/03/23/us/i-m-president-so-no-more-broccoli.html and http://latimesblogs.latimes.com/washington/2010/08/michelle-obama-beets-george-bush-broccoli.html