"The FBI has for quite some time now assessed that the origins of the pandemic are most likely a potential lab incident," he told Fox News.
It is the first public confirmation of the FBI's classified judgement of how the pandemic virus emerged.
China has denied a lab leak in Wuhan, calling the allegation defamatory.
Mr Wray's comments come a day after the US ambassador to China called for the country to "be more honest" about Covid's origins.
In his interview on Tuesday, Mr Wray said China "has been doing its best to try to thwart and obfuscate" efforts to identify the source of the global pandemic.
"And that's unfortunate for everybody," he said.
Some studies suggest the virus made the leap from animals to humans in Wuhan, China, possibly at the city's seafood and wildlife market.
The market is a 40-minute drive from a world-leading virus laboratory, the Wuhan Institute of Virology, which conducted research into coronaviruses.
Other US government agencies have drawn differing conclusions to the FBI's, with varying degrees of confidence in their findings.
US media reported on Sunday that the US energy department had assessed with "low confidence" that Covid leaked from a lab. The agency had formerly said it was undecided on how the virus began.
On Monday, White House National Security Council spokesman John Kirby said that US President Joe Biden supports "a whole-of-government effort" to discover how Covid began.
But he added that the US still lacks a clear consensus as to what happened.
"We're just not there yet," he said. "If we have something that is ready to be briefed to the American people and the Congress, we will do that."
An unclassified report released by the US top spy official in October 2021 said that four US intelligence agencies had assessed with "low confidence" that it had originated with an infected animal or a related virus.
For months, at the height of the pandemic, the lab leak hypothesis was widely dismissed as a fringe conspiracy theory. Top health officials publicly rejected the idea that the coronavirus could have been created in a lab before escaping.
A World Health Organization (WHO) investigation called the lab leak theory "extremely unlikely", but after deep criticism of that investigation, the agency's director-general called for a new inquiry, saying: "All hypotheses remain open and require further study."
Covid-19 first emerged in late 2019 and has since led to the deaths of nearly seven million people.
-- Courtesy of BBC News