Sevilla said the case was discovered following tests conducted by the club on Sunday, and the player concerned is "asymptomatic, in good health and is isolated at home".
"In the first one, all the tests carried out have been negative. The results of the second tests will be known today," Sevilla said.
The latter stages of the Europa League will be completed with a straight knockout in Germany, as a result of the pandemic. The competition was suspended in March.
The final will be played in Cologne on 21 August. The quarter-finals and semifinals will be played as one-off ties with Cologne, Duisburg, Duesseldorf and Gelsenkirchen all hosting games.
Before that, all last-16 ties must be completed. Only six of the eight first-leg matches were played in March. The other two ties - Inter v Getafe and Sevilla v Roma - will be decided as one-off matches.