It said the five were confirmed dead after paramedics rushed to the scene.
It is believed the bodies were brought to the surface by other illegal miners, however it was still unclear when and how they died as the police are launching an investigation.
It said miners regularly risk their lives by illegally excavating in dangerous abandoned mines in South Africa to make money.
It said a corpse was recovered from the same mine on Sunday, while two bodies were found in a deserted mine in eastern Johannesburg last week.
On Saturday the National Union of Mineworkers warned the spread of illegal mining would lead to big disasters if the practice could not be curbed.
Susan Shabangu, Minister of Mineral Resources, promised on Friday that the government would do more to crack down on illegal mining in the country.
It said mining had become one of the main drivers in South Africa’s growing economy in recent years.