Three of the four victims are believed to have died of a viral hemorrhagic fever, but the exact disease is yet to be to identified, Melinda Pelsa, spokeswoman for Johannesburg's Morningside Medi-Clinic, told AFP.
A fourth victim appears to have died of a neurological disease, but tests are still under way to determine if they are linked and to identify the disease, provincial health department spokesman Chika Asomugha said.
Health workers have been put on alert for symptoms of the strange illness, he added.
Two of the victims had earlier been identified as Zambians, but the country's ambassador said they were actually South Africans who had been living in the impoverished nation.
"We have investigated all our institutions, we have involved the WHO and the Centres for Disease Control, as well as Zambian medical teams and administrators in the investigations," Ambassador Leslie Mbula said on South African radio.
The first victim came to South Africa on September 12 and died two days later after being treated for what was believed to be tick-bite fever. The medic who accompanied her from Zambia died two days later with flu-like symptoms.
A nurse and a cleaner at the hospital have also died with strange symptoms.