The body of a woman, estimated to be in her thirties was discovered at an open field near the Ficksburg Correctional Centre on Friday.
Police spokesperson Warrant Officer Mmako Mophiring says an official from the Department of Correctional Services summoned police to Veldt Street after discovering the body at the corner of their facility.
He says the victim, who was wearing a red dress, sustained multiple stab wounds.
According to a warder, who was on duty at the time, he heard a woman screaming for help and when he went outside to investigate he found her still alive.
WO Mophiring says the warder called an ambulance but by the time they arrived, she was declared dead at the scene.
He says the identity of the victim is known and will only be released once her next of kin have been informed.
A case of murder is under investigation.