If you haven't yet done this...replace the string first and see if your intonation is still off. It could be a bad string that wont allow proper intonation.
Also, check to see that the neck hasn't shifted. Put on the guitar - hold the body with your right hand - pull the neck toward the ceiling with your left hand. If it moves then you just found your problem. You can also look at the neck pocket joint and see if it looks square and tight with the neck. I had an older 3 bolt neck that would shift all the time and throw my intonation off.
Otherwise, you might need a longer bridge saddle screw. They might have misaligned the bridge when it was mounted at the factory. You can possibly tell by taking off the tremolo cover and looking at the bridge assembly from the back to see if it looks like it is mounted squarely with the body and routing.
"No Tele For you." - The Tele Nazi
Ha! Tele-ish now inbound.