Two officers were injured in the process.
Wahl Bartmann, CEO of Fidelity Services Group, says in a statement the suspects could not gain access to the vault, but did manage to flee with a limited amount of cash.
"We are currently reviewing all our video footage with our specialised intervention units and the South African Police Services," Bartmann said in a statement.
Fidelity would not comment further on the matter.
"In the interest of protecting the Fidelity staff and depots and the fact that the incident is still under investigation, we regrettably cannot comment any further."
The company has confirmed that special units and police are investigating the robbery.