The other two answers are correct. Here is still another acceptable way you can say it that uses an idiomatic expression.
"I'm running a fever."
"He's running a high fever!"
Word for word this idiomatic expressions will not make sense to persons unfamiliar with the language. But among English native speakers it is a common expression.
To be more general you want to say "I have a fever" To be more specific you want to say "My temperature is 101.9" (assuming that is what your temperature is)