The incident allegedly took place while the victim, aged 20, was in police custody on Friday night.
The directorate’s Moses Dlamini says the victim was apparently arrested for theft and detained alone in the holding cells.
A police officer then allegedly entered the cell, grabbed the woman and removed her clothes.
Dlamini adds the official then allegedly grabbed his firearm which fell on the floor, pointed it towards the victim and threatened to shoot her if she cried.
She was then raped.
No arrests have been made at this stage.