According to the reports, the woman has been walking around Nelson Mandela Square before undressing herself in full view of the public on Monday afternoon.
While social media was abuzz with people trying to find out who she was, other people called her actions distasteful and commented on whether her body was good enough to be shown in public.
Sandton City and Nelson Mandela Square regional marketing manager Megan Meas told the paper that they were aware of the incident.
"This was an unauthorised incident conducted by a private citizen in her personal capacity on our property," she said.
The woman was not charged and her whereabouts are unknown.
ALEX REPORTS