The Congress of South African Trade Unions (Cosatu) president Sdumo Dlamini has distanced himself from the politically connected Gupta family, saying he was "never captured".

"That is the worst insult that can happen to a person," Dlamini told the media during a briefing on Thursday.

He was responding to a question on whether Cosatu has ever received any funding from the family.

"The answer is no."

"I form part of a...leadership collective that goes around when duty calls to go fundraising for the federation and I can assure you that at no point in time did we go to them to ask for money...we have never gone to them to ask for money," Dlamini said.

He said detractors have accused him or the Cosatu leadership of being "captured" because they have been quiet on controversies linked to the family.

Support for judicial inquiry

"In this season of madness in our own political space, people take jabs and uppercuts," Dlamini said.

He warned journalists to verify their information from sources, saying the accusation of links to the Gupta family had the potential to divide the federation.

"This is a matter that has the risk of causing divisions and we have refused to be divided by that particular accusation," Dlamini said.

Cosatu has supported Public Protector Thuli Madonsela's recommendation in the State of Capture report for a judicial inquiry.

"The meeting supported the call for a judicial inquiry to look into the alleged corruptive relationship between President Zuma and other Cabinet ministers and the Gupta family," general secretary Bheki Ntshalintshali said.

It however cautioned against the "public lynching" of those who have not been found guilty in the court of law. Those who were found guilty, however, should be held accountable for their actions, he said.