Zimbabwean first lady Grace Mugabe's whereabouts were not known on Tuesday, a South African police spokesman said, correcting the police minister who earlier claimed that she had handed herself in to police.

"The negotiations over the suspect handing herself over have not concluded and our investigations have not finalised," police national spokesman Vishnu Naidoo told AFP.

"The minister learned later that it just didn't materalise as it was supposed to."