"I understand that South Africa is a democratic country and welcomes people from different countries who have run away from their countries for different reasons.
"As a result, South Africa is home to many Africans but I must express my disappointment at the behaviour of these people.
"Their marching to Parliament was disappointing. They come to South Africa as immigrants but once they are here, they make themselves freedom fighters who in turn tarnish the good image of South Africa," Zwelithini said.
The small group of Congolese nationals marched to Parliament to demand that President Jacob Zuma denounce the re-election of President Joseph Kabila in the Democratic Republic of Congo.
"They must understand that President Zuma was elected by the majority of South Africans and they don't have a right to march against him.
"It boggles the mind that an immigrant who left his country for political reasons can come and act like that. If such behaviour is allowed to continue, I have no doubt that locals might ask themselves many questions and I hope it will never happen," said Zwelithini.
It is a tradition for Zwelithini to open the provincial legislature a day before the state of the province address.
Premier Zweli Mkhize is due to deliver his state of the province address today.
He will present local government's plans to root out corruption in the province and accelerate rural development.
Zwelithini also called on the provincial government and private sector to work together and build new tertiary institutions.
"It is quite evident that the number of tertiary institutions we have cannot cope with the increased output at the basic education level.
"The problem is known: institutions receive tens of thousands of applications but can only accept a fraction of these.
"Therefore we need more universities, colleges and technikons.
"Let us budget for these institutions, build them, staff them and equip our children with skills they need to better their lives," he said.
Zwelithini said while the national government may be responsible for building tertiary institutions, he believed that the province should address the demand for higher education.
"Ulundi sits with an under-utilised government building," he said.
"This is good infrastructure that can easily be converted into a tertiary institution.
"This will reduce migration and the demand for a tertiary institution.
"More importantly, it would contribute to the economic development of this area because of other businesses that support tertiary institutions."
Political party leaders, members of the legislature, businessmen and traditional leaders attended the official opening.
Many chose to wear traditional outfits while a few showed off their unique dress sense.