South Africa did not approve any arms shipment to Russia, the minister who chairs the country's National Conventional Arms Control Committee, Mondli Gungubele, told local radio station 702 on Friday.
The United States envoy to South Africa said on Thursday he was confident that a Russian ship had picked up weapons in South Africa last year, in a possible breach of Pretoria's declared neutrality in the Ukraine conflict.
The ambassador's assertion saw the rand and South African government bonds sell-off, as currency traders said they were worried that South Africa could now face Western sanctions.
South African President Cyril Ramaphosa's office said on Thursday that his government would open an inquiry led by a retired judge into the allegation that arms had been shipped to Russia.
702 radio host Clement Manyathela wrote on Twitter that Gungubele told his show that if weapons were loaded onto a vessel bound for Russia from South Africa that was illegal and inappropriate.
(Reporting by Kopano Gumbi and Carien du Plessis; Editing by Alexander Winning)