A Buckingham Palace spokeswoman said that Sophie, 55, was not experiencing any symptoms.
The countess is married to Prince Edward, the Queen's youngest son.
The palace spokeswoman said: "Earlier this week the Countess of Wessex came into contact with someone who has subsequently tested positive for COVID-19.
"Her Royal Highness is not experiencing any symptoms, but is following all relevant government guidelines and is self-isolating at home."
Edward, 56, and Sophie have two children, Lady Louise, 16, and James, Viscount Severn, 12.