She will continue to quarantine at home, as per CDC and Department of Health guidelines.
The governor tested positive on Tuesday and is isolating at home; he revealed the diagnosis after several members of his security detail recently tested positive for the coronavirus.
"Tom and I are grateful for the well-wishes and support we have received," said First Lady Wolf. "Please, on behalf of the more than 400,000 Pennsylvanians who have contracted this virus, the more than 12,000 who have died, and the healthcare and essential workers who are overwhelmed and scared, follow the direction of our doctors. Wear your masks. And, if you can, stay home."
The second-term Democrat said a routine test detected the coronavirus.
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Gov. Wolf in quarantine after testing positive for COVID-19
"I have no symptoms and am feeling well," Wolf said in a statement. "I am following CDC and Department of Health guidelines."
Dr. Jennifer Caudle, a family medicine physician and associate professor at Rowan University, told Action News. "What's wonderful here is that he does not have any symptoms. He has said he feels well. You know what's going to be important is that he's closely monitored, obviously that he stays in isolation that he's closely monitored for any symptoms that may arise."
Action News has learned that several members of the governor's senior staff who work at Pennsylvania Emergency Management Agency (PEMA), as well as Secretary of Health Dr. Rachel Levine, have tested negative for the virus.
It's unclear how Wolf contracted the virus, but his spokesperson, Lyndsay Kensinger, said multiple members of his security team recently tested positive for COVID. The governor has been primarily at his home or at PEMA over the past few months.
Wolf is one of several governors who have tested positive for the virus that causes COVID-19, including the governors of Oklahoma, Missouri, Virginia, Nevada and Colorado. President Donald Trump also contracted the virus.
WATCH: Dr. Caudle weighs in on Gov. Wolf testing positive for COVID-19
Dr. Jennifer Caudle weighs in on Gov. Wolf testing positive for COVID-19
For Pennsylvania state Rep. Jordan Harris, this is personal. He spoke for the first time since recovering from the virus last month.
"The governor says he was doing fine," said Harris. "I was doing fine at the beginning of my quarantine and then it turned worse. I'm an asthmatic, so COVID affected my lungs heavily. I'm really pulling for the governor and his family."
House Democratic Leader Joanna McClinton said she last saw Wolf in-person in October and that he's been careful to avoid face-to-face interaction.
"We had to really talk to him and explain the significance of the police reform package, but we weren't able to do a bill signing because he's just been really careful, cautious and following all the guidelines," said McClinton.
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Wolf, who is 72, said he continues to work remotely.
In 2016, Wolf was diagnosed with a treatable form of prostate cancer. A year later he received a clean bill of health.
Wolf's public schedule for the past week had just one event -- a virtual news conference about the pandemic on Monday where he appeared along with Levine, and one of her deputies. All wore masks as they took turns at the podium.
SEE ALSO: Doctor weighs in on Governor Wolf's medical history, COVID-19 recovery
Doctor weighs in on Governor Wolf's medical history, COVID-19 recovery
Nearly a month ago, the Wolf administration strengthened its mask mandate and required out-of-state travelers to test negative for the coronavirus before arrival. But infections, hospitalizations and deaths have continued to increase sharply in the state, prompting Wolf to reveal Monday that he is considering new mitigation measures.
Pennsylvania is averaging about 10,000 new confirmed cases per day, up more than 50% in two weeks, according to an AP analysis of data from The COVID Tracking Project. Hospitalizations have risen tenfold this fall. The state is averaging 140 deaths per day, up 64% since Nov. 24.
Wolf has repeatedly urged people to wear masks and to avoid congregating, and usually opens his broadcast news conferences by conspicuously using hand sanitizer.
RELATED: Gov. Wolf mulling over possible new COVID-19 restrictions as cases increase
Wolf considers further restrictions as COVID-19 cases continue to grow
"As this virus rages, my positive test is a reminder that no one is immune from COVID, that following all precautions as I have done is not a guarantee, but it is what we know to be vital to stopping the spread of the disease," he said Wednesday.
Dr. Caudle is reminding residents that those safety measures do work.
"Well, the truth of the matter is, despite Governor Wolf's amazing efforts, and we applaud him for that, there are many people who do not wear masks," said Caudle. "There's a lot of activity, whether it's inside the house or out, that that's still happening among small groups, so wearing a mass, social distancing, etc, is the right thing to do. What's even more important is that we all must do this, that is what's ultimately going to keep us the safest."
Wolf is a former state revenue secretary and businessman who spent more than $10 million of his own money to win the Democratic gubernatorial primary nearly six years ago. He easily won reelection in 2018.
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Read Governor's Wolf full statement on testing positive for COVID-19:
"During a routine test yesterday, I tested positive for COVID-19. I have no symptoms and am feeling well. I am following CDC and Department of Health guidelines. Frances has been tested and, as we await the result, is quarantining at home with me.
I am continuing to serve the commonwealth and performing all of my duties remotely, as many are doing during the pandemic.
As this virus rages, my positive test is a reminder that no one is immune from COVID, that following all precautions as I have done is not a guarantee, but it is what we know to be vital to stopping the spread of the disease and so I ask all Pennsylvanians to wear a mask, stay home as much as possible, socially distance yourself from those not in your household, and, most of all, take care of each other and stay safe."
Mayor Kenney Also in Quarantine
During Philadelphia's weekly COVID-19 briefing on Tuesday, Mayor Jim Kenney announced he was in quarantine again after coming in contact with someone who tested positive for COVID-19. The mayor said he was getting tested soon.
"I am currently quarantining at home after being exposed to someone who tested positive for COVID-19. I am free of any symptoms and plan to get tested soon. If you find yourself in a similar situation, do the right thing and self-quarantine," Kenney said.
Kenney also had contact in September with someone who tested positive resulting in the mayor speaking during the press briefings from his home instead of his City Hall office.
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Philly could start offering vaccine next week, officials say
The mayor said he is following the CDC's latest guidelines to quarantine for 10 days, unless he gets a negative COVID test after 7 days.
"We are still working hard to flatten this curve. Self-quarantining and testing are crucial ways that anyone who's been exposed can help," Kenney said.
The Associated Press contributed to this report.