"Those who say I don't need security - it's not like we were dealing with a normal situation. People broke in and raped my wife," Zuma told a media briefing.
The incident occurred before he took over as president in 2009, he said, adding the culprits were "arrested, charged, convicted".
Zuma did not specify which of his four wives were raped at the time, but analysts reminded detractors that it was illegal for rape victims to be identified in South African law.
Zuma was speaking for the first time about allegations that he and his family had benefitted unduly from upgrades worth USD 23 million at his Nkandla residence, as found by an investigation of the Public Protector's office.
Also Read
Zuma, 72, said the rape occurred while he was still a provincial minister in KwaZulu-Natal before he became Deputy President under President Thabo Mbeki, who in turn succeeded Nelson Mandela.
Opposition political parties have also demanded why he was doing this just two days before the general elections on May 7.
Madonsela's report said that the upgrades began in 2009, a decade after the alleged rape, raising doubts about why the security upgrades were considered necessary only after such a long period.
Zuma dismissed the upgrade issue as one that would affect the ANC at the polls on Wednesday as he seeks to be re-elected for a second term as President.
An attempt to debate the matter in Parliament last week was halted when majority African National Congress members successfully deferred it until after the elections.