Dagalo, known as Hemedti, has rarely been seen in Sudan since the start of a 28-month-long war with the country's national army, but was sworn in in the Sudanese city of Nyala, the statement said. Reuters said it could not independently confirm his location.
One of Sudan's largest cities, situated in the Darfur region, Nyala has served as the de facto capital for the RSF, which has appointed a prime minister and a presidential council, led by Dagalo.
The city was targeted with drone attacks on Saturday.
Although the RSF controls most of Darfur, it has been fighting the army and its allies fiercely for the city of al-Fashir, the region's historic capital.
It has besieged hundreds of thousands of civilians there for more than 500 days, forcing them to consume animal feed to survive.
UNICEF said earlier this week that more than 1,000 children had been killed or maimed by air, artillery, and ground attacks.
The RSF says it has given civilians ample opportunity to leave.
Yale Humanitarian Lab said on Friday that satellite imagery showed the force had constructed physical barriers, preventing people from leaving. Those who have managed to escape report violent attacks and robberies by RSF soldiers.
The Sudanese army has retaken control of central and eastern regions of Sudan, and has been setting up its first government since the start of the war, which held its first cabinet meeting earlier this week.
The vast Kordofan region that lies between the two forces' strongholds remains the site of fighting and attacks on small villages.
The war between the forces has plunged half of Sudan's population into hunger, devastated its economy, and created the world's worst humanitarian crisis.
The Trump administration has said it aims to end the conflict, but there has so far been little progress.