The market serves the huge provincial capital city of Pietermaritzburg.
The National Institute for Communicable Diseases (NICD) ordered the closure of the market for two days.
It was reopened after being sanitised, but buyers are reported to be staying away in large numbers for the past few days.
Stall-holders at the market are also anxious about the situation.
My sons and I have been in frequent contact with this lady, and although we have been cleared after testing, we are still worried about what happens afterward, said a customer.
Stall-holders, as well as residential neighbours of the woman cashier, said she had refused to go into the recommended 14-day self-isolation upon her return from a holiday in India.
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She left and returned before the lockdown in both South Africa and India, and insisted on going on the holiday that she had saved for many years, an unnamed neighbour told local media.
The woman had ignored the self-isolation order, insisting on reporting for work immediately as she had used up all her leave days for the holiday.
When she showed flu-like symptoms five days after being back at work, she went to a doctor and was found to be positive for coronavirus.
As a cashier, she interacted with scores of people daily, and we are now asking anyone who came into contact with her to get tested, a municipal official said.