The incident occurred at 06:30 on Saturday at Section N in Botshabelo, Constable Nomene Mokoale said.
"Matau Mojaji, 40, who was not living with her husband, was on her way from her parent's place to work.
"She was allegedly approached by her husband at the bus stop...the suspect took out a firearm and shot her in the head and she died at the scene," he said
The man then went to Mojaji's home where he allegedly shot her sister, Mmapaseka Marake, 38, in the head. She also died at the scene.
"After both shootings, the suspect drove away with his Datsun Bakkie 1400.
"It is suspected that he can be somewhere in Gauteng," he said.
Investigations are ongoing. The motive for the murders is not yet known.
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