Groups of anti-immigration South Africans seized foreigners from their homes in Johannesburg on Thursday and handed them to police in a hardening of protests that have sown fear in communities and strained ties with some countries.

In Johannesburg's Alexandra township, a Reuters reporter saw protesters breaking down doors and entering houses where they believed undocumented immigrants were hiding.

They escorted the people to police vans where they were taken away, including a woman and a small child from Malawi. Another man who was apprehended by the marchers told Reuters he was in the country legally.

"I am a ZEP holder," said the Zimbabwean national, Total Mhlanga, referring to the Zimbabwean Exemption Permit which allows tens of thousands of nationals to live and work in South Africa.

In Soweto, anti-immigrant protesters marched through town wielding sticks and flags, with plans to go search for undocumented immigrants. Several of the flyers for Thursday's protests advertised a "peaceful march" followed by "door to door". Another march took place in Durban on the east coast.

South Africa, where millions of people are unemployed, has seen a surge in anti-immigrant sentiment in recent months, culminating in nationwide protests on June 30, an informal deadline set for undocumented immigrants to leave the country.

The most prominent leader of the movement, former radio presenter Jacinta Ngobese-Zuma, said on that day that protests would take place every Thursday until demands were met.

Her group, March and March, has painted undocumented immigrants as the source of South Africa's economic problems and is demanding tighter border controls, mass deportation, and for schools and health centres to serve South Africans first.

"We are walking around doing door to door removing foreigners," said a community leader, Bongani Msomi, at the march in Alexandra.

President Cyril Ramaphosa has warned against scapegoating immigrants for deep-rooted problems, and his government has repeatedly told citizens that they do not have the right to take immigration enforcement upon themselves.

Police have stepped up arrests of undocumented migrants in response to the protests, and have also deployed officers during recent marches for safety. A spokesperson for Johannesburg police was not immediately available for comment on the actions of the protesters or the officers at the scene.

Malawi's government said on Thursday that over 38 000 of its citizens had returned from South Africa in recent weeks, as part of a massive repatriation effort due to safety concerns. Over 60 000 have also returned to neighbouring Zimbabwe.