By Agence France-Presse
The World Health Organization warned earlier this month that Zika was likely to spread throughout Asia after being detected in 70 countries, including at least 19 in the Asia Pacific region.
While the virus has been present in Southeast Asia for years, there has been an uptick in the number of recorded cases in recent months.
"Authorities confirmed the infection in the 32-year-old foreign woman yesterday following a laboratory test," the state-run Global New Light of Myanmar reported Friday.
Soe Lwin Nyein, the director of Myanmar's public health department, told reporters she was the country's "first Zika victim".
He did not disclose the woman's nationality but said she had been living in Myanmar for several years and was currently in Yangon, the country's largest city.
Zika causes only mild symptoms in most people, including fever, sore eyes and a rash.
But pregnant women with the virus risk giving birth to babies with microcephaly -- a deformation that leads to abnormally small brains and heads.
A WHO report released this month warned that Asian countries should expect to see "new cases and possibly new outbreaks of Zika".
It said the virus is "highly likely to further spread in the region" which includes China, Japan, Australia, most Southeast Asian nations and the Pacific islands.
At least 400 Zika cases have been detected in Singapore this year, while Thailand last month reported its first cases of Zika-linked microcephaly in two babies.
There is no cure or vaccine for the virus.