Finance Minister Enoch Godongwana has denied allegations of sexual assault in a late-night statement on Thursday evening.

"I am relieved to have finally been contacted by the police and given the opportunity to hear what I am being accused of," the statement read.

Godongwana is accused of sexually assaulting a masseuse at a Kruger National Park hotel, while on vacation in Skukuza earlier this month.

On Thursday, police contacted the minister for his version of events.

In the statement, Godongwana called the allegations "deeply concerning" and said he had confirmed to police that he was in the Kruger National Park area on 9 August, when the alleged incident occurred. The police have issued him with a warning statement.

"I repeated my previous assertion that I in no way or at any time inappropriately touched, sexually harassed, or assaulted anyone."

He denied knowing the complainant or bribing her.

Godongwana claimed the allegations were a smear campaign "fashioned to achieve narrow and selfish political ends".

"I take the allegations very seriously. I do not subscribe to the abuse of women. It is terrible and hurtful for any woman to be on the receiving end of such a traumatic experience," he said.

He said he had appeared before the African National Congress's (ANC's) integrity commission, at his request, on Wednesday.

Godongwana added that he would continue his duties as finance minister.

The ANC Women's League said it noted with grave concern that a case of sexual assault had been laid against Godongwana.

"We call on the law enforcement to deal with the case swiftly and with utmost effectiveness as possible (sic). Our country has increasingly become an unsafe place for women. It is unacceptable that every day there are reports of acts of gender-based violence and femicide being committed against women," the organisation said.