Teams were continuing to search 8,900ft underground at the Mponeng mine for a 19th miner who was still missing after the blast late on Thursday.
AngloGold, the mine's owner, said 15 bodies had been recovered so far, and the missing man was presumed dead.
Mponeng and its sister mine Savuka, in the heart of South Africa's gold- mining belt 50 miles south-west of Johannesburg, are the deepest in the world at 12,200ft.
AngloGold, the world's biggest gold mining company, said 39 men had been drilling a rock face when their gas monitors indicated the presence of methane. They started to evacuate the area but there was an explosion before they were all clear.
"It was in that process (of evacuating) that something happened to ignite the gas and we don't know what that something was," said Alan Smith, AngloGold executive director for South African operations.
He said there had been four deaths at the mine this year before Thursday's blast. Rockfalls, explosions and other accidents kill more than 250 and injure more than 5,000 people a year in South Africa's gold mines.
Thakiso Tladi, who has been a miner at Mponeng for five years, said: "We here at the mine are very sorry for what has happened. I am very sorry for the families." Mark Nable, a miner for 16 years, said methane was deadly. "It's tasteless, it's odourless, by the time you detect it ... it's too late."
Miners typically support families of up to 10 people from their wages.
Phumzile Mlambo-Ngcuka, the Minerals and Energy Minister, visited the mine. She said an investigation would be launched. "We have started preparations to make a further investigation, which we anticipate will start on Monday."
President Thabo Mbeki expressed his shock and sadness at the accident. "The President expresses his hope that no stone will be left unturned to determine the exact cause of the disaster, as well as to determine whether safety standards were adhered to," a statement said.
The National Union of Mineworkers, which represents most gold miners, condemned AngloGold's safety procedures. "It is still too early for one to comment, but the preliminary information we have is that there has been great negligence on management's part," a union spokesman, Archie Palane, said.
A spokesman for the white Mine Workers' Union demanded that the gold industry adopt the same measures for detecting methane that the coal industry uses. Methane is not as common as in coal mining, but AngloGold said it would look at introducing similar systems. "We would enthusiastically embrace any technology that would improve our safety," said Dick Fisher, a company executive.
Production at the mine is set to continue. (Reuters)