"I did not travel with our team after I tested positive," Connaughton told ESPN and the Milwaukee Journal Sentinel in a statement Monday. "I am healthy and I feel great and I am excited to join my teammates in Orlando once I meet all the NBA protocols."
Positive tests in the traveling party caused the Bucks to shut down their practice facility four days before traveling to Orlando.
Connaughton, 27, has appeared in 61 games for Milwaukee this season. He is averaging 5.1 points, 4.2 rebounds and 1.6 assists per game.
Guard Eric Bledsoe, who tested positive for COVID-19, is also not with the team.
"We're fully expecting them and very hopeful,'' Budenholzer said. "With this virus, you never know.''
Connaughton sent out a tweet Monday that didn't specifically mention the coronavirus but said, "Thanks for the thoughts & prayers. Feeling great and looking forward to being back with the squad soon... luckily I always have a basketball in my apartment - sorry to the people living below me."
Information from The Associated Press was used in this report.