Speaking at a news conference, Phiyega also said the commander of Daveyton police station would be removed for the duration of an internal police probe. The Independent Police Investigative Authority is also investigating the incident.
Mido Macia, 27, a taxi driver and Mozambican national, was tied to the back of a police van and dragged along the street in Daveyton, on the East Rand, on Tuesday.
An eyewitness filmed the assault. Macia died in the local police station's cells later that day.
Witnesses have been requested to contact the IPID with any information.
Phiyega said that the SA Police Service “regretted and condemned the incident”. She also said the SA Police Service supported the principle that the “police be policed”.
Phiyega: “It was with extreme shock and we are equally outraged by what has happened... [this is]why we're taking steps we are.”
A second autopsy of Macia’s body was being considered, the IPID said on Friday.
"The second autopsy is being considered. There have been so many allegations of assault, so this is just to confirm what happened," IPID spokesperson Moses Dlamini said.