"Marlon and I are feeling well so far, and are in good spirits," Polis wrote in a Saturday evening Facebook post.
"No person or family is immune to this virus. I urge every Coloradan to practice caution, limit public interactions, wear a mask in public, stay six feet from others, and wash your hands regularly."
Both Polis and Reis are asymptomatic.
Polis previously announced Wednesday night that he was exposed to someone who was infected with COVID-19, but tested negative at the time.
Denver Mayor Michael Hancock came under fire this week for flying to Mississippi to spend Thanksgiving with his family despite telling Denver residents to avoid travel.
Polis said though he hasn't seen his parents in nine months, he canceled his Thanksgiving plans to "set the example as governor."
Colorado has recorded 225,283 coronavirus infections and 2,521 deaths from the disease.