The party wanted to know if Thuli Madonsela acted unethically and violated the Public Protector Act, spokesperson Zizi Kodwa said.
Mkhwebane had said leaking the audio recording of the interview was in contravention of the act, The Citizen reported on Wednesday.
Kodwa said that, by making the interview public, Madonsela had undermined the reputation and credibility of her own investigation into state capture, and that of the Public Protector’s office.
“There can be no justification for such behaviour. This conduct fuels a public perception that she wasn’t independent and acted with impunity.”
He said she could have submitted her interview with Zuma during a judicial review into her report.
The Citizen reported that Madonsela had told the Association of Black Securities Investment Professionals’ annual conference that she did it to demonstrate that Zuma had been given a chance to answer questions during her investigation. He claimed she did not give him the opportunity.
In her State of Capture report, released last Wednesday, Madonsela looked into allegations that the Guptas, a family with close ties to Zuma, had influence over some state-owned enterprises and was involved in the appointment of ministers.
She recommended that Zuma institute a commission of inquiry into her findings.
On Monday, the Presidency said Zuma had lodged a complaint with Mkhwebane about the release of the interview.