Just checked the Chi Psi web site.
"Be it the first fraternity house, or “Lodge”, built in Ann Arbor, Michigan by Brothers of Alpha Epsilon in 1846, or an extensive scholarship and fellowship program run by the first fraternal educational foundation founded in 1926,..."
http://www.chipsi.org/about/statement.html
A ramdom checking of Chi Psi Alpha's (chapters) web sites all refer to the chapter as Lodge.
For example.
"Thanks for stopping by the Lodge's home page at the University of Virginia. "
http://www9.brinkster.com/uvalodge/lodgehome.asp