Ronaldinho, who won 97 caps for Brazil between 1999 and 2013, posted a video to his Instagram story revealing his diagnosis.
The 40-year-old said he is asymptomatic and is self-isolating in Belo Horizonte, having arrived in the city on Saturday.
"I've been here in BH since yesterday, I came to participate in an event," Ronaldinho said on Sunday.
"I took the test and tested positive for COVID. I'm fine, asymptomatic, but we'll have to leave the event for later. Soon we will be there together. Big hug!"
It has been a turbulent year for Ronaldinho who, along with his brother Roberto Assis, was jailed in Paraguay in March after entering the country with fake passports.
The pair were moved to house arrest in a Paraguayan hotel in April after serving 32 days in prison, with their sentences ending in August.