Cease said on the "White Sox Talk Podcast" that he was "very exposed" to the virus. He believes his brother's girlfriend, who was living with them, had COVID-19, as she was sick for three weeks.
"Every day I was waiting for it," Cease said.
He added: "I was reading that usually within the first seven days you'll know ... so every day I was telling myself, 'OK, it's less likely I'm going to get it, less likely, less likely.' And once she was in the clear and then it was a week later and I still wasn't sick, I was like, 'All right, I'm either immune to it or she didn't have it.' But we're pretty sure she had it."
The 24-year-old said he wondered whether he actually contracted COVID-19 during his return home and was simply asymptomatic, unknowingly infecting those he lived with.
"It could have been from me. We don't really know," he said. "I was traveling. I was just coming from Arizona. I was on a plane, at the airport. It could have been from me, but I didn't have any symptoms of anything."