A South African minister responsible for arms control said on Friday the government had not approved any weapons shipments to Russia late last year - a move that could have been a possible breach of Pretoria's declared neutrality in the Ukraine conflict.

The US ambassador to South Africa said on Thursday he was confident that a Russian ship had picked up weapons at a South African port in December.

South African President Cyril Ramaphosa's office said an inquiry led by a retired judge would look into the allegation.

On Friday, Communications Minister Mondli Gungubele, who chaired the National Conventional Arms Control Committee (NCACC) when the alleged arms shipment to Russia took place, said that if weapons were loaded onto a vessel bound for Russia from South Africa that was illegal and inappropriate.

"We didn't approve any arms to Russia, ... it wasn't sanctioned or approved by us," 702 radio host Clement Manyathela quoted Gungubele as saying in a Twitter post.

Clayson Monyela, a spokesperson for South Africa's department of international relations and cooperation (DIRCO), also wrote on Twitter that the NCACC "has no record of an approved arms sale by the state to Russia related to the period/incident in question".

Neither of them said whether or not an unapproved shipment had left South Africa.

Monyela said his department would speak to US ambassador Reuben Brigety over his remarks and that Foreign Minister Naledi Pandor would talk to US Secretary of State Antony Blinken later in the day.

Brigety had told local journalists that Washington was confident a Russian vessel had uploaded weapons and ammunition from South Africa in December, although he offered no evidence.

He said the arming of Russia by South Africa was "fundamentally unacceptable" and that senior US officials had "profound concerns" about South Africa not respecting its professed policy of neutrality over Russia's war in Ukraine.

The ambassador's assertion saw the rand and South African government bonds sell-off as currency traders said they were worried South Africa could face Western sanctions.

South Africa is one of Russia's most important allies on a continent divided over its February 2022 invasion of Ukraine, but says it is impartial on the conflict and has abstained from voting on UN resolutions on the war.

Washington has repeatedly warned countries against providing material support to Russia, cautioning that those who do may be denied access to US markets.

During a briefing on Thursday, US State Department deputy spokesperson Vedant Patel did not repeat the allegation that arms had been loaded onto the vessel.

He said Washington had serious concerns about the docking of the ship at a South African naval port and had raised those concerns directly with South African officials.

South Africa's presidency said the issue had already been discussed with US officials who had agreed to let an investigation run its course, and that no evidence had yet been provided by Washington.