A South African couple and their teenage daughter plunged to their deaths while walking on top of a waterfall at the weekend in the northeast of the country, police said on Monday.

"It seems they slid down through the gorge and plunged into the river," said Leonard Hlathi, regional police spokesman for Mpumalanga province, adding the three were found to have sustained head injuries, he said.

The three were thought to have been walking hand-in-hand when one of them slipped and apparently pulled the others down a 30-metre waterfall in Rietfontein, according to a local newspaper, Beeld.

Police said they are treating the case as an "accident" involving the 38-year-old man, his wife, 34 and their only daughter aged 13, at the waterfall in Rietfontein.

The family was from Johannesburg's Benoni neighbourhood.