The shooting happened in an airport restaurant on a mezzanine floor around 6.00 pm and there was no disruption to flight operations, airport communications manager Deidre Davids told AFP.
Most passengers were unaware of the incident, she said.
Police would not comment on media reports that a man shot his girlfriend in a domestic incident before turning the gun on himself.
"The shooter jumped over the Ocean Basket sushi bar and chased one of the ladies working at the back," News24 quoted witness William Scott as saying.
"He stopped her right in front of the Ocean Basket entrance when he then shot her and followed to shoot himself in the head. Before I left the lady who was shot was still alive," he said.
South Africa is one of the most violent countries in the world.
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