Dear Lypau:
In my experience, the phrase, "I have a doubt!", does not exist in Standard English.
Do you mean, "I have a problem"?, or, "I have a question"? or, "There is something that I don�t understand". ?
There are a variety of suitable expressions that you can use, depending on the context of the conversation.
"I am in doubt" is Standard English, and it might be appropriate in this situation.
You say: "When you have a question". In this case, you ask your question.
For example: "Excuse me, I have a question. May I ask how old you are, exactly?" "Do you mean this year, or next year?" "When you say �she �, do you mean your wife, or your sister?", etc.
You also say: "You didn �t understand something". In this case, you ask the speaker to be more clear in what he/she is saying.
For example: "Excuse me, I don �t understand you. Can you repeat that word/phrase/sentence again, please?". "Could you speak more slowly , please?". "Could you spell that word, please?". "When you say �rich �, what do you mean by the word, �rich �, exactly?", etc.
However, if you mean that you doubt that the situation will end as it is described; if you are doubtful about the accuracy of the story; if you have doubts [PLURAL] about the honesty of the participants; you can use several appropriate expressions.
"My baby daughter has entered University!"
"I doubt that! She �s too young!"
"My friend, Mary, has applied to the BBC for a job, but she has no qualifications!"
"I doubt if they �ll accept her!"
"My lazy son hopes to become a Doctor of Sport! What do you think?"
"That �s very doubtful!. I doubt his ability to do the work!".
"But he loves watching football on TV!"
"No doubt, but sport involves more than watching TV!"
"But he knows the names of all the footballers!"
"Doubtless, but that �s no good in boxing!"
"But he �s mad about football!"
"Undoubtedly! But there are many more sports than football!
"So, you believe that he �s wasting his time, thinking about it?"
"Yes! There �s not a shadow of doubt about it!"
Nevertheless, there are several positive responses.
"You have seen my daughter, Sarah ... intelligent, hard-working, ambitious ... she achieved top marks in the exam. Do you think she is capable of going to University?"
"Yes! I have no doubt!" Yes, undoubtedly!" "Yes! without doubt!" "Yes, it �s beyond doubt!" "Yes, there �s no doubt about it!" "Yes, it �s not in doubt!" "Yes, who can doubt it?"
If you are unsure.
"Well, possibly yes, possibly no! I am doubtful as to how she may react to University!" "Well, yes! Doubtless she has the ability, but does she have the stamina for it? I am in doubt about that!"
Other Sentences.
"I never seriously doubted his story".
"Privately, he doubted the truth of this statement".
"I didn �t doubt for a second that he was telling the truth".
"Margaret was far from sure and David looked doubtful".
"He was rather doubtful about eating yesterday �s seafood".
"Without the slightest doubt, this is excellent cake".
"He had his own private doubts [PLURAL] about the murder".
"We have established beyond all reasonable doubt that the painting is a Rembrandt".
"Her failure to answer raises serious doubts [PLURAL] about her reliability".
"She had some niggling doubts [PLURAL] about her boyfriend �s story".
"This announcement dispels any doubts [PLURAL] about Mister Smith �s true intentions".
"Her unsatisfactory work-record casts doubt on her ability to hold down a job".
"The proposed housing has been thrown into doubt by the war".
"His honesty was open to doubt".
"Doubts [PLURAL] have arisen over the possibility of financing the scheme".
"Considerable doubt exists about the original spelling of this word".
"From the beginning, doubts [PLURAL] surrounded her claim to be the heiress".
"This fact proves beyond doubt that she is innocent".
"The arrangements for the wedding still seemed to be in doubt".
"Without a doubt, she is the world �s best tennis player".
"We still have doubts [PLURAL] about your plans".
"There is no doubt in my mind that this is an excellent scheme".
"This evidence proves, without a shadow of doubt, that I was correct".
"Everyone says he �ll come to the meeting, but I have my doubts [PLURAL] about that".
"He leaves no doubt about his liking for Chopin �s music. He adores it".
"There is little doubt that the handbag is not a Gucci. Look at the poor workmanship".
I repeat! The phrase, "I have a doubt!", does not exist in Standard English.
I hope that this helps you a little bit.
EDIT: I have searched the British National Corpus, of 100,000,000 spoken and written words, for the phrase, "I have a doubt".
There were zero examples found.
Les Douglas