The girl's body was found by someone collecting wood on an open veld in Rosedale on Monday before police were alerted.
"The 14-year-old was last seen on Sunday 11 August when she attended a church service in the area," the police statement said.
"Her body was found with multiple stab wounds. The deceased was a learner in one of the local schools in Rosedale."
Police have not made any arrests.
Police have urged anyone with information about the incident to contact the investigating officer Lebogang Tonyane on 054-3370-113 or 078-1301-234, or alternatively contact Crime Stop on 08600-10111.
African News Agency (ANA)