Hours earlier the luxury home of the Gupta family, who are close friends of Zuma, was raided by police in an anti-corruption probe.
South Africa's president Jacob Zuma again refused calls on Wednesday to resign by his own party, the ruling African National Congress.
On Thursday he's due to face a no-confidence motion in parliament agreed to by all political parties.
"We are spending more time discussing 'Zuma must go' - I don't understand why," he told state broadcaster SABC.
The clue appears to have come just hours earlier on Wednesday after police raided the Gupta business family's luxury home and its holding company in Johannesburg.
SABC said one of the Gupta bothers had been arrested and a senior source in the judiciary said more arrests will be made.
The family, which moved to South Africa from India in the 1990s, has been linked to corruption charges made against Zuma.
And it's been accused of influence peddling and interfering with cabinet appointments, whilst Zuma and his political associates are accused of milking the state for their own profit.
The ANC's chief parliamentary whip said Deputy President Cyril Ramaphosa could be sworn in as head of state as early as Friday.