All living organisms do have DNA as genetic material. Some viruses use RNA for that purpose.
After Griffith’s experiment in 1928 showing that dead bacteria could transform living ones, Avery, MacLeod and McCarty discovered that this transforming principle was indeed DNA (using different set up deteriorating specifically proteins, DNA or RNA). Those findings, combined with those of Hershey and Chase on bacteriophages demonstrate that DNA is carrying inheritance information.
Some viruses (HIV for example) are using RNA as genetic material and do have an enzyme converting RNA into DNA. However, as all viruses, they cannot reproduce on their own and need the host machinery to replicate.
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