The victims were aged between 20 and 38, and their bodies were found in areas including Kempton Park, Dawn Park, Olifantsfontein and Kwa-Thema.
According to police, most of the bodies showed signs of bruising. Some of the victims were partially or completely undressed, while eight showed signs of sexual assault.
At least one of the women was found with her throat cut, according to Gauteng acting police commissioner Fred Kekana.
Authorities have arrested a suspect in connection with the discovery of the first body, found on 15 July in Kempton Park. Police have not yet confirmed whether the man is linked to the other deaths.
The series of cases has raised public concern and prompted demonstrations in Ekurhuleni, where protesters, mostly women dressed in black, marched against femicide.
South African President Cyril Ramaphosa said authorities were investigating the deaths and pledged that every possible lead would be pursued.
The cases have once again brought attention to violence against women in South Africa, where gender-based violence and femicide remain major concerns.