The Inspector-General of Intelligence (IGI) will probe the origins of the "intelligence report" that apparently led to the sacking of former finance minister Pravin Gordhan and his deputy Mcebisi Jonas.

The IGI's legal adviser, advocate Jay Govender, confirmed to News24 on Monday that the investigation had started.

In a letter dated March 31, Democratic Alliance MP David Maynier wrote to the IGI, Setlhomamaru Dintwe, asking him to investigate if the report was produced or disseminated by any element within the national intelligence structure. If so, he wanted to know if this violated the Constitution or any other law.

Gordhan, Deputy President Cyril Ramaphosa and South African Communist Party members attended meetings with President Jacob Zuma before his Cabinet reshuffle on March 30. They said he based his decision to recall Gordhan from an investor roadshow in the UK on an "intelligence report".

The report allegedly implicated Gordhan and Jonas in a plot to undermine Zuma's government, with the assistance of international financial firms.

African National Congress secretary general Gwede Mantashe however told reporters last week that the party accepted that Zuma fired Gordhan because of an "irretrievable breakdown of trust", and not because of an intelligence report.