About 50 of them staged a demonstration near a rocky outcrop at the mine Marikana, North West, to voice their anger.
A total of 34 people were killed and 78 injured in a shoot-out that erupted near the mine on Thursday when police tried to disperse striking miners.
One of the women, Annah Bele, asked why police shot at the miners.
"There have been strikes before but people were never killed. Police themselves have strikes but no one kills them."
A second woman asked: "Where have they learnt these killing techniques?"
Some women demanded that their loved ones be buried by the government and Lonmin.
"We don't have money so government should pay," said Mmatshepiso Mohlomi who was still unsure of the whereabouts of her relative.
Stood by their men
Nomasomi Baliti said the women stood by their men, who were all employees of the Lonmin platinum mine in Marikana, North West.
"The treatment they have given to our men is just not human," said Baliti.
She said she had not heard from her father since Thursday.
"I don't know whether he is dead or alive."
The women carried placards with messages directed to Lonmin and government. One read: "What sort of government kills its people?" Another stated: "Piega [police commissioner Riah Phiyega], you are celebrating your position by the blood of our families".
The women accused the mine of not properly communicating with them about the whereabouts of their men. Men from the surrounding informal settlement gathered at the outskirts to watch the women.
Earlier, scores of family members stood outside the Andrew Staffer Memorial Hospital in Marikana, hoping to hear news of their relatives.
Many said they had heard of a list with the names of those who were killed, injured, or detained.
From pillar to post
The only source of information came from a hospital official who came out and read the names of some of those admitted inside.
Relatives who heard the names of loved ones were allowed into the hospital.
Said Gcobani Tiya, who was searching for a family member: "They have been sending us from pillar to post. The mine is not communicating with us, but with the media."
President Jacob Zuma was expected to arrive at the mine later in the day.
Phiyega told reporters earlier she took responsibility for giving the officers the order to shoot.
"As commissioner, I gave police the responsibility to execute the task they needed to do."
At the briefing, police showed video footage of how two policemen were killed by a group of protesters. The video showed police officials confronting the group, asking for weapons.
The men told police the weapons would be handed over at the hill, and the two police officers followed them there.
At the hilltop, the incident turned violent and the two officers were killed.
Journalists were also shown aerial photographs of naked miners doing a ritual with a sangoma.