Officers said the young woman appeared to be in the same age range as the other bodies but stopped short of saying there was a definite link.
President Cyril Ramaphosa has vowed "no stone will be left unturned" in the investigation into the deaths which have caused widespread alarm.
The victims are mostly aged in their 20s or 30s, and some have been found stripped of their clothes and showing signs of sexual violence.
Violence against women is one of the country's most entrenched social problems despite years of government pledges to tackle it.
The deaths have reignited anger over gender-based violence and poor public safety.
"I am feeling a lot of fear and paranoia, especially for us with daughters," said Nomgqibelo Tshabalala, a resident of the Ekurhuleni area east of Johannesburg where all the nine bodies had been found.
"My daughter caught an Uber yesterday and I did not sleep worried and when I heard about this incident on the radio this morning I got even more scared."
The woman's body found on Thursday appeared to have been dumped there and the crime could have happened somewhere else, police said.
"We were called here this morning after the discovery of yet another body of a young woman," Deputy National Commissioner for Policing Tebello Mosikili said.
"It's still very early to make any conclusions about this body," she told media at the scene.
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