The Commission of Inquiry into State Capture adjourned for the day after Deputy Chief Justice Raymond Zondo dismissed an application to have himself recused.
Arguments for and against the application to remove Zondo were heard on Monday.
Zuma cited Zondo’s alleged bias and the fact that the judge fathered a child with his ex-wife's sister as the reason for the application.
But Zondo ruled on Thursday that the applicant failed to meet the test for reasonable apprehension of bias.
Zuma's lawyer Muzi Sikhakhane vowed to lay a complaint at the Judicial Service Commission, before leaving the commission without permission.
Zondo said that this was a serious matter as Zuma was supposed to take the witness stand.
The commission will also not sit on Friday.
