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Stitt, a Republican, said he felt fine with the exception of some aches, but tested positive Tuesday during one of his regularly scheduled COVID-19 tests.
"I didn’t have a fever, but just felt a little achy, so I just did my regular testing and it came back positive," he said.
“I’m probably getting tons of texts right now from other governors around the country,” he added. “I was pretty shocked that I was the first governor to get it.”
Stitt said he is now isolating himself from his family and will be working from home.
He encouraged Oklahomans to get tested, even if they too do not appear to have severe symptoms.
"I want to use my story to remind Oklahomans that if you aren’t feeling well, we want you to get tested," he said.
Stitt's positive diagnosis comes amid a sharp uptick in virus rates in Oklahoma. The state has averaged more than 640 new cases of COVID-19 per day in the last week.
A top health official in Tulsa County last week said President Donald Trump's rally in Tulsa last month and the protests associated with the event "more than likely" contributed to the surge in coronavirus cases there.
Stitt attended the rally and was pictured not wearing a mask, but he said based on the length of time since then he could not have contracted the virus there.
"I don't think there was any way it was at the president's rally. It was too long ago for it to be dormant, based on the science," he said, according to the Oklahoman.
Several people who also attended the rally previously announced they had since tested positive, including Kimberly Guilfoyle, the girlfriend of Donald Trump Jr., and former Republican presidential hopeful Herman Cain.
Around 10,000 Oklahomans had already contracted the virus by the June 20 rally. Since then, that number has more than doubled to more than 22,000.
Despite his diagnosis, Stitt said he would not make wearing masks mandatory, as he has previously maintained.
“We believe in freedoms. I will not mandate masks in the state of Oklahoma,” he said at a June press conference, KOCO 5 News reported.
His comments come the same day as Alabama Gov. Kay Ivey issued a statewide order mandating that masks be worn when in public and social distancing is not possible.
"We are going to need everyone’s help if we are going to slow the spread and turn these trends into a different direction," she said.