Two fans died and 17 others were injured when fans tried to force their way into the stadium during the Carling Cup fixture between Kaizer Chiefs FC and Orlando Pirates.
In a statement, the PSL said it would ensure the matter is dealt with expeditiously and properly.
The PSL statement:
The Executive Committee of the Premier Soccer League has resolved to appoint Advocate Vincent Maleka SC to conduct an investigation into events that led to the tragic fatalities and injuries at the at the Carling Cup fixture between Kaizer Chiefs FC and Orlando Pirates FC on Saturday, 29 July, 2017.
The League, affected clubs, service providers, sponsors, supporters, the South African Police Service and all other role players will provide all possible assistance to enable Advocate Maleka SC in performing his task.
The League will ensure that the matter is dealt with expeditiously and properly.
The League wishes to offer its condolences to the families of the bereaved and a speedy recovery to the injured.
The League will not make any further comments on the matter until the investigation has been completed.