Ms Guilfoyle was reportedly tested in South Dakota before she was due to attend an Independence Day event at Mount Rushmore with President Donald Trump.
Donald Jr reportedly tested negative. Ms Guilfoyle is not thought to have had contact with the president ahead of her test.
The New York Times's Maggie Haberman reported that Ms Guilfoyle and Donald Jr were expected to drive back to the east coast to avoid contact with other people.
Ms Guilfoyle, 51, attended the Trump rally in Tulsa, Oklahoma on 20 June, which was attended by just over 6,000 people, most of them neglecting to wear face masks or observe social distancing advice.
Another prominent member of the Trump circle who attended the Tulsa rally, former presidential candidate and businessman Herman Cain, was hospitalised last week after contracting Covid-19.
On Friday the United States was on course for a record number of new coronavirus cases for the second successive day.
Five more states broke single-day records for newly identified cases on Friday, a day after eight other states saw record high numbers.
On Thursday, the US set yet another single-day record for new cases, with more than 55,000 cases identified, for the sixth time within two weeks.
More than 2.8 million people in the US have been infected with Covid-19 and more than 129,000 people have died since the onset of the outbreak.
President Trump and family members including his son Eric and daughter Tiffany were at Mount Rushmore for an Independence Day event featuring Air Force flyovers and fireworks.
The event saw protests by Native Americans who said their right to withhold permission for the event, held on land sacred to tribes including the Oglala Sioux, had been ignored.
Fireworks have been banned at Mount Rushmore for years for fear of starting wildfires in the surrounding woods and damaging the monument. However, these restrictions were overridden by the president.
Ms Guilfoyle, an attorney, was previously a Fox News presenter. The mother-of-one has been married twice, including to the current Democratic governor of California, Gavin Newsom. She is now involved in campaigning to get Mr Trump re-elected.
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