Protesters have shot red paint balls at the South African consulate in Auckland.

Up to 60 people gathered in Epsom on Saturday afternoon to protest against the fatal shooting of 34 striking miners by South African police.

A letter with the words "blood on your hands" was left on the consulate door for South African President Jacob Zuma.

Former anti-apartheid activist John Minto said protesters were disgusted with Mr Zuma over the killings at the Lonmin platinum mine at Marikana about 60km from Johannesburg.

"We protested vigorously against apartheid, only to find economic apartheid has replaced race-based apartheid," he told 3News.

"So the people of South Africa are no better off."

Mr Zuma has called the deaths "tragic" and "shocking" and announced an investigation would be carried out.

"I am convinced that the commission of inquiry will uncover the truth and facts will emerge," he said.

The shooting took place on Thursday during a violent strike over wages that had previously resulted in 10 deaths, including two police.

Police said officers "were forced to use maximum force to defend themselves".