But they tossed a sixth work, the most valuable piece in their haul, on the ground and left it behind.
"My first reaction was, 'Oh my God, I can't believe that somebody just walked in and walked out with a whole lot of artworks,'" said Imre Lamprecht, head of the art department at South African art auction house Stephan Welz & Co.
Museum management told the Beeld newspaper the robbers pretended to be museum visitors before they pulled out guns and a "shopping list" of paintings which they forced an employee to help them find. They left with five paintings by prominent South African artists including works by Irma Stern and Gerard Sekoto, each worth about $1 million.
"All the artists they took are artists who are doing brilliantly in South Africa and internationally," said Lamprecht. "These works are some of the best works they would have produced."
As the thieves made their escape, they tossed a sixth painting on the ground outside the museum, possibly because it did not fit into their getaway car. Stern's "Two Malay Musicians," worth about $1.4 million, was recovered.
"Obviously these thieves didn't know anything about art because that is not the painting whoever hired them would want them to leave behind," said Lamprecht.
She said the late Stern is probably the most famous of the artists whose work is on display at the museum. Her expressionism masterpiece "Arab Priest" sold for nearly $5 million last year.
Lamprecht said even though the value of South African art has risen since the end of apartheid, security at public museums is severely lacking. Many museums have outdated security systems and no guards.
"I hope the government learns a lesson and puts in security structures that keep our art and heritage safe," said Lamprecht.