Philippe Meniere, aged 60, and 55-year-old Agnes Jardel lived like hermits on their rented Karoo property. They belonged to the Ramtha School of Enlightenment.
The Washington-state based cult led by JZ Knight says it is deeply saddened by the atrocity.
It says it has not had contact with the couple since they attended a seminar in Johannesburg six years ago.
It extended its condolences to the family of constable Jacob Boleme who was shot dead and warrant officer Glenwall du Toit who was hospitalised with a bullet in the back.
Police were called to the farm last Friday by the owner who was trying to evict the couple. They tried to arrest Meniere after they found weapons. Jardel allegedly opened fire.
A police helicopter went to the scene yesterday after reports of suspicious movement on a farm about a kilometre away.
The fugitives were shot after barricading themselves in the farmhouse. The police are set to hold a press conference later on Thursday.