The Short Version
The historical record firmly supports this claim. Multiple high-authority sources — including the FDR Presidential Library, the National Park Service, and the White House Historical Association — confirm that Mary McLeod Bethune held a formal federal role as Director of the NYA Division of Negro Affairs, brought racial discrimination issues to FDR's attention, and led the "Black Cabinet" to advocate for Black Americans during the New Deal. While her access to FDR was often channeled through Eleanor Roosevelt, this does not negate her advisory role.