"Residents say that people are connecting electricity illegally which causes the electricity to switch off," Warrant Officer Kay Makhubela said.
The residents, who began protesting in the area on Thursday night, were blocking roads with burning tyres, rocks and other objects.
"They are blocking off the main road coming into Lenasia south," said Makhubela.
No arrests had been made and no one was injured in the protest.
An earlier Eyewitness News report said the situation was calm.
Police were monitoring the situation.