Geebee, the 29-year-old polar bear, came from Canada and had long survived the warm climate in Johannesburg, where temperatures can rise above 30 degrees Celsius (86 degrees Fahrenheit) in the summer.
She died of natural causes and had lived in the zoo with her male partner, Wang, who is from Japan, for nearly three decades.
Veterinarian Katja Koeppel said the zoo had no plans of replacing the dead polar bear, saying the climate was not suited to a species native to some of the coldest parts of the world.
She added that the two animals "preferred staying outside and swimming... Then lying in the aircon room."
Since Geebee's death, Wang had displayed unusual behaviour and been destructive and restless, she said.