Mhashu, the Chitungwiza North MP of the MDC led by Prime Minister Morgan Tsvangirai, was visiting the home of New Zimbabwe.com columnist and businessman Mutumwa Mawere in the posh Bryanston quarter, north of Johannesburg, when the gunmen struck.
South African police say Mhashu should have followed protocol and asked for VIP protection from police.
"We need to emphasise that it’s protocol to ask for protection from the VIP protection unit," police spokesperson Senior Superintendent Vishnu Naidoo said.
"We are concerned that he came into this country without following protocol, if any minister comes into the country he must register with the South African government and we will be tasked into protecting him," Naidoo said.
"They were having supper when a number of men with guns entered the house, tied them up, assaulted them and demanded money," national police crime intelligence spokesman Tumi Golding said.
Golding said she could not reveal the identity of the minister or why he was in the country as she was waiting for clearance from Zimbabwean authorities.
South Africa has one of the world’s highest crime rates and is struggling to clean up its record before hosting the Football World Cup next year.