Nkosinathi Msimango, the alleged "mastermind" behind the Office of the Chief Justice burglary, said he had been waiting in the reception area at the Boschkop police station for two hours, in the hope of speaking to a constable in connection with the case.
He has denied all the claims against him.
Speaking to News24 from the police station on Friday, Msimango said he and his lawyer had been waiting for two hours. He said he knew nothing about the robbery.
"I know nothing. I would love to say that I have the information about the robbery," Msimango said.
"I am willing to work with police in the investigation, but it would be hard as I don't know anything about it."
The acting police commissioner's spokesperson, Athlenda Mathe, confirmed to News24 on Friday afternoon that Msimango had been detained. She later retracted this, saying only that he was "at the police station".
Police said on Wednesday that Msimango had fled the scene when three other suspects were arrested.
But, according to Msimango, he was four blocks away from the residence at the time of the arrests.
He said he had waited until Friday to approach the police because he needed to consult with his lawyer first.
"You know, this thing came as a surprise. I didn't think they [the police] would say that I have the information. I couldn't just go to [the] police station. I wanted to sit down [with my] lawyer and plan first," Msimango said.
"It is very serious and dangerous what [they are] accusing me of."
His lawyer, advocate Sammy Mahlangu, said Msimango's residence was one of five properties police visited in relation to the Chief Justice robbery.
"They [the police] were following social media reports where someone was looking for a person to work on computers," he said.
"Msimango was one of five people who was approached to work on the computers, without knowing where they were from."
Mahlangu claimed police had pressured one man to say he had information about the robbery.
"They had to release him because they didn't have any grounds," he said.
Mathe was not immediately available for comment, but on Wednesday she said the police would release photos of Msimango should they not succeed in finding him.
"He has got the knowledge why those computers were taken and where they are," she said.
The Office of the Chief Justice, in Midrand, was broken into on Saturday morning. The 15 computers which were stolen contained sensitive information about South African judges.