“It is alleged that it may have escaped from the Kgale farm in Botswana,” Brigadier Thulani Ngubane said.
The big cat had been seen near the Swartkopfontein border post between Botswana and Mahikeng.
“It was first seen by villagers and police officers on the South African side of the border on Wednesday.”
Conservationists had been working with police to find the lioness since Thursday.
“It’s important for people to be on the lookout as it is a wild animal.”
It was hoped the lioness could be darted and taken back to Botswana