It is perfectly acceptable to use one of your previously published papers as your thesis chapter. In fact, there is a certain type of thesis that is created by compiling several of the author's published journal articles, adding just an introduction and conclusion. This is known as a cumulative thesis.
However, to avoid copyright issues, you should take permission from the journal where your paper was published. Generally journal editors don't have any problems with reuse and readily give permission. You can then include a permission statement as a footnote on the last page of that chapter. You might need to modify the article to align it with the rest of the chapters, so it's best to say something on the lines of: "This chapter is a slightly modified version of ..... published in ..... and has been reproduced here with the permission of the copyright holder."
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