The Bronx Zoo, in New York City, says the test result was confirmed by the National Veterinary Services Laboratory in Iowa.
Nadia, her sister Azul, as well as two Amur tigers and three African lions, had developed a dry cough and all are expected to fully recover, it says.
The cats are believed to have been infected by a zoo keeper.
"We tested the cat [Nadia] out of an abundance of caution and will ensure any knowledge we gain about Covid-19 will contribute to the world's continuing understanding of this novel coronavirus," the zoo said in a statement on Sunday.
