About six armed men in police uniforms convinced security guards they were at the court on Sunday night to look into a rape case, spokeswoman Julia Claassen said.
Once inside the building, the robbers disconnected surveillance and alarm systems, tied up the guards in the toilets, broke into a safe and left with the court documents.
"Police in the area outside the court noticed the men leaving and there was an exchange of gunfire," said Claassen, adding the gang had still managed to escape.
Claassen did not give details about the stolen papers, but local media reports said one of the documents was linked to the case of a senior state prosecutor who is under police protection.
South Africa suffers from one of the highest levels of crime in the world, sparking public anger at the inability of authorities to ensure safety.
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