Captain Namhla Mdleleni said a shepherd saw the bodies of the woman and girls, aged 16 and 17, floating in a river and called police.
Divers managed to retrieve the bodies, which were found tied with chains.
Mdleleni previously said the three were believed to have gone missing in Tsomo between Sunday night and Monday morning.
The girls’ 19-year-old sister, who did not live with them, had told police she believed they were being raped over time by their uncle and one of them fell pregnant.
“She then reported the matter to the police and a case of rape was registered,” said Mdleleni.
On the day they went missing, “the police had earlier visited the family as part of the investigation after rape allegations were reported”.
“It is alleged that after the police left, the uncle arrived and began questioning the family on what the police were looking for. That was the last time both the family and the uncle were seen.”
Mdleleni said on Saturday that no arrests had yet been made. They were investigating three cases of murder and kidnapping.