Religious leader, Prophet Shepherd Bushiri and his wife Mary, who were released on bail of R200 000 each on 4 November, reportedly left South Africa and are currently in Malawi.
Bushiri said on his official Twitter page that he and wife decided to go back to their home country, because matters got worse when they were granted bail.
He said they left for safety concerns and that despite reporting to police, there had been no protection from the state.
"There have been clear and evident attempts to have myself, my wife and my family killed and despite our several attempts to report to authorities, there has never been state protection", Bushiri said.
He claimed that he and his wife were being persecuted in South Africa.
The couple is facing charges of fraud, theft and money laundering involving over R100 million rand.
In terms of their bail conditions, they had to surrender the title deeds to a property in Centurion as a guarantee and report twice a week to the police.
Bushiri set five demands to ensure a fair, impartial, and just trial.
These include assurances of his safety while in the country and the assurance that their bail will not be revoked.
He also demanded that the investigating officers recuse themselves and that the complaints he lodged against them be investigated.
Bushiri further demanded that independent and "professional" investigators be appointed to "make independent decisions on the cases were are allegedly accused of."
His disappearance came at the same time that Malawi President Lazarus Chakwera held a working visit with President Cyril Ramaphosa yesterday.
Hawks spokesperson, Colonel Katlego Mogale, declined to comment on the next step they will take.
She said they became aware of the Bushiri’s disappearance when the couple did not show up at the police station to report as per their bail conditions.