Goalkeeper Senzo Meyiwa was killed around 8 p.m. Sunday after two gunmen entered a house in Vosloorus township near Johannesburg while an accomplice waited outside, the national police force said on its Twitter account.
The three assailants then fled on foot, according to the police service, which offered a reward of nearly $14,000 for information leading to arrests in the case.
Police said there were seven people in the house during the attack, and that the shooting followed an "altercation."
Authorities said they would do everything possible to find the killers.
South Africa has a high rate of violent crime, but it was not immediately clear whether the house where Meyiwa was staying was targeted by thieves or gunmen with another motive. Solomon Makgale, a South African police spokesman, declined to comment, referring The Associated Press to updates on the police Twitter account.
South African soccer club Orlando Pirates said in a statement that it "has learned with sadness about the untimely death of our number one goalkeeper and current captain Senzo Meyiwa."
"This is a sad loss whichever way you look at it -- to Senzo's family, his extended family, Orlando Pirates and to the nation," Pirates chairman Irvin Khoza said.
Dean Furman, one of Meyiwa's teammates, tweeted: "Beyond devastated at the loss of our captain & friend Senzo Meyiwa. Thoughts & prayers are with his family & friends at this terrible time."
Meyiwa, 27, was South Africa's captain in its four qualifiers for the African Cup of Nations this year, including its last game, a 0-0 draw with Republic of Congo on Oct. 15. He played for Orlando Pirates on Saturday in a 4-1 win over Ajax Cape Town.
It's the second death to hit South African sports in three days, as former 800-meter world champion Mbulaeni Mulaudzi was killed in a car crash on Friday. At the time, President Jacob Zuma said "the nation has lost a true hero."
Early Monday local time, the youth league of South Africa's ruling party sent condolences to the families of Meyiwa and Mulaudzi, saying "their premature passing is indeed a great loss to the country and sporting nation."