"There were about five illegal miners who were discovered in Roodepoort", west of Johannesburg, said Emergency Management Services spokesman Robert Mulaudzi.
Police found the bodies -- four men and a woman -- late yesterday night, he added.
"It looks like they might have been brought to the surface by their colleagues because we found the bodies outside the shaft," Mulaudzi told AFP.
The bodies showed no injuries, but authorities detected lethal carbon monoxide levels in the area over the weekend, when another illegal miner was found dead.
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The latest fatalities follow last week's rescue of two dozen illegal miners who were trapped in an abandoned gold mine east of the city.
Rescuers found two dead miners near that mine at the time.
The rescued miners have appeared in court. Police suspect the workers, mostly immigrants from neighbouring Mozambique, are part of illegal mining gangs.