He disclosed this in a short message to members of staff in Abuja, AIT reported on Monday evening.
Dokpesi was said to have been self-isolating in the past week, before he developed malaria symptoms and started coughing.
He reportedly contacted the Nigerian Centre for Disease Control (NCDC) for a COVID-19 test which came back positive.
The chairman, who is said not to have a recent travel history, advised those who have interacted with him lately to get tested.
“I got a call this morning confirming the result is COVID-19 positive. I am leaving now to the Gwagwalada Isolation Centre for treatment and hope to be back in two weeks. Many of you may have interacted with me during our various meetings and I would advise you to get tested as soon as possible,” the message read.
Tracing is ongoing to determine those who may have come in contact with him, as part of efforts to limit the spread of the virus.