The government of the remote Pacific archipelago said two workers at a US base had tested positive after arriving from Hawaii on Tuesday.
The pair flew in on a military flight and have been isolated from the wider community since arriving.
The Marshall Islands closed its borders in March to keep the virus out.
Authorities stressed the two were "strictly border cases" discovered while the 35-year-old woman and 46-year-old man were in quarantine" with no threat of community transmission.
Safety measures in place have ensured they have not had contact with the community, said officials.
Most island nations in the Pacific closed their borders in the early days of the pandemic, amid concerns their weak healthcare systems would not be able to cope with an outbreak.
In June, the Marshall Islands eased restrictions to allow in mostly US military base workers and only with a three-week quarantine at the base.
Kiribati, Micronesia, Nauru, Palau, Samoa, Tonga, Tuvalu and Vanuatu are all believed to be still free of the virus.
With a population of 55,000 people, the Marshall Islands consists of two chains of coral atolls together with more than 1,000 islets, just north of the Equator in the Pacific.