Ms Wilmes, 45, who handed the reins over to Alexander de Croo earlier this month and is now Belgian’s foreign minister, announced last week that she had tested positive.
She was admitted to the hospital on Wednesday.
Foreign Ministry spokeswoman Elke Pattyn said Ms Wilmes is in a stable condition and conscious.
She said her condition “is not worrying”.
Ms Wilmes was in charge when the first wave of infections hit the country this spring.
She said last week she thought she got infected within her family circle.
Mr De Croo and Charles Michel, a former Belgian prime minister now presiding over the European Council, were among the many politicians who sent Ms Wilmes messages of support.
“All my affection and friendship to Sophie Wilmes who led the national fight against Covid-19 and who must now fight it personally,” Michel said in a message posted on Twitter.
Al mijn genegenheid en vriendschap voor @Sophie_Wilmes die de nationale strijd tegen #COVID19 leidde, en die nu zelf haar eigen strijd voert tegen het virus.
Ik wens haar van harte beterschap en spoedig herstel.
— Charles Michel (@CharlesMichel) October 22, 2020
Belgium has been severely hit by coronavirus and is currently enduring a sharp rise in new cases.
More than 10,000 people have died from coronavirus-related complications in Belgium.
Ms Wilmes became Belgium’s first female prime minister in October last year when she succeeded Mr Michel.
First appointed as a caretaker, she then led a government with special powers to fight the coronavirus pandemic.
Ms Wilmes was praised for her soft touch as she calmly led the country through the crisis.
Born in Brussels, she started her political career as a local councillor in the Belgian capital and joined the central government in 2015 as budget minister.
She stepped down this month when Mr De Croo was sworn in after nearly a year and a half of complex negotiations among parties divided along linguistic as well as political lines.