The Today Show host, 40, was absent from the NBC program on Wednesday, prompting viewers to question where she might be.
The mom-of-three Hager told her followers: "This is the face of a COVID + mama.
"We are all isolated and feeling very grateful for the vaccine and my dear children."
He also shared a selfie with the caption.
Hager's co-host Hoda Kotb told TODAY viewers on Wednesday: "We should point out, by the way, Jenna isn't here. Jenna got COVID. ,
"She's doing great," Hoda said.
Kotb also confirmed that other members of Jenna's family had also tested positive for the virus.
She said: "His whole family has it.
"You know what it's like, everybody gets it, they quarantine, and then 5 days later, everything's going to be fine.
"I talked to her on the phone, she's great, she's feeling good."
Jenna has three children - Mila, Poppy and Henry - with husband Henry Chase Hager.
NBC business analyst Stephanie Ruhle worked for him on Wednesday.
Jenna is expected to make her next public appearance on Wednesday, April 20, in New Jersey to promote her book, The Superpower Sisterhood, which she co-wrote with her twin sister, Barbara Bush.
Kotb himself had tested positive in January.
Hager said at the time: "Like many others, she also tested positive for COVID. I texted with him this morning.
"She's totally fine, and she'll be back here very soon."
The pair recently completed three years of posing together.