Mr Zuma has been accused of conspiring with a wealthy business family, the Guptas, to control lucrative state contracts.
Zuma said he would appoint a commission of inquiry into allegations that the Gupta family was allowed to influence state decisions and that he would abide by a court ruling for the Chief Justice to select its leader.
The Public Protector has called on President Jacob not to limit the state capture inquiry's terms of reference to issues identified in her predecessor's report.
"What has to be investigated is what my [probe] was investigating".
She was asked whether the commission should include instances of state capture that occurred prior to 1994, as suggested by some.
Public Protector Thuli Madonsela said in November 2016 that Chief Justice Mogoeng Mogoeng should appoint the head of the inquiry because the president had a conflict of interest. We reiterate our call for Zuma to step down from the highest office in the land as he has not only broken the constitution, but he is at the center of the state of capture investigation itself.
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"During the talks this afternoon, President Kenyatta and President Zuma will seek to review the progress in the implementation of earlier signed agreements and explore new areas to deepen the fraternal ties between Kenya and South Africa", State House said. Zuma didn't say who the commission's other members will be.
According to Saxby, "in saying "there should be no area of corruption and culprit that should be spared the extent of this commission of inquiry", Zuma appears to have left the door open to an all-encompassing inquiry that could stretch back to corruption in the apartheid era".
Similar sentiments were expressed by President Zuma during his announcement of the appointment of the inquiry.
Zuma had previously tried to get the recommendations set aside, but lost the bid in December.
While the president has appealed the cost order and the judgment regarding the duties of the president to appoint commissions, he said in a statement on Tuesday he is taking further legal advice on this.
On Twitter, constitutional law expert Pierre de Vos pointed out that this created the perception that Zuma was prepared to act in a way that he considered to be unconstitutional in order to pursue political motives.