Correctional Services said that “matters are under control” at Johannesburg’s Sun City Prison on Wed.
The families of the four slain KwaMakutha women say they will begin healing from the trauma once they know the reasons for the killings.
Umlazi police Constable Precious Bawelile Gumbi, 30, Nosipho Shazi, 23, Ntombifuthi Nzimande, 22, and Ntombizonke Zulu, 22, were raped and shot dead last month.
Gumbi's sister, Sthembile Danisa, said she wants to know why her sister was killed.
"I want to know why they were murdered so brutally or the pain of her death and of not knowing will live on forever," she said.
Police have not made any arrests and their families want answers. The murders received widespread condemnation and women's groups called on police to act swiftly to bring the perpetrators to book.
Police spokesman Phindile Radebe said there had been no arrests and she appealed to the public to come forward with any information. She said the organised crime unit is investigating the case. She rejected reports that a police captain was being investigated for the murders.
"The captain is facing possible charges of defeating the ends of justice, but this is not related to the murders. We were able to crack similar cases in the area before and I have great faith that suspects will be brought to book soon," Radebe said.
Anyone with information should call 10111.