Eight bodies of miners killed execution style were found over the weekend, two of them underground.
Lt-Col Lungelo Dlamini could not say whether more bodies were thought to still be underground.
According to a report in The Star murders took place at the Modder East mine, between the N12 and New Modder Road.
All eight were shot in the upper body. The motive for the killing was unknown and the bodies had not been identified.
On Monday, Dlamini said there were allegations that the men were foreigners.
On Saturday morning security guards found several cartridges near the bodies.
No arrests had been made.
The bodies were discovered by mine security between Saturday and Sunday.
“We don’t know the motive behind the killings,” said Dlamini.
Local media is speculating that they could have been killed by a rival illegal mining gang.
Fighting between competing gangs is commonplace among the illegal miners at South Africa’s abandoned gold mines, where unemployed and impoverished people extract any remaining gold with makeshift tools.
Much of the area around Johannesburg is pockmarked with old shafts,and while many are no longer commercially viable, they still contain enough deposits to attract scores of unemployed.