"Zuma is to cut short his attendance of the 32nd SADC Summit in Maputo, Mozambique, in order to visit Rustenburg this afternoon," spokesperson Mac Maharaj said in a statement.
Those killed were among a group of protesters from Lonmin's Marikana mine, who went on strike last Friday.
Maharaj said Zuma had asked Southern African Development Community chairperson, President Armando Emilio Guebuza of Mozambique, to excuse him so that he could return to South Africa in the wake of Thursday's deadly shooting.
"The president is concerned about the violent nature of the protest, especially given that the Constitution and labour laws allow enough avenues to deal with issues, and is sympathetic to calls for a commission of inquiry," Maharaj said.
Police ministry spokesperson Zweli Mnisi said that the final death toll had yet to be confirmed, but that "over thirty" people were known to have been killed. The National Union of Mineworkers (NUM) said 36 people had died.
Another 10 people, including police officers and security guards, have died in separate incidents since unrest at the mine began last Friday.
The protests are believed to be related to union rivalry between the NUM and the Association of Mineworkers and Construction Union. The striking workers have also demanded higher wages.