The public protector is due to release her preliminary findings on Friday. She has been examining allegations that Mr Zuma allowed a business family undue influence over his administration.
Ms Madonsela questioned Mr Zuma for four hours last week as part of her final investigation before her seven-year term tenure as public protector concludes this weekend. She has been hailed for her diligent work exposing official misconduct, including allegations that the president used taxpayers' money to build a cattle enclosure, amphitheatre, swimming pool, visitor centre and chicken run at his home in Nkandla.
South African media has quoted sources within Ms Madonsela's office as saying that her latest report cannot be released until a court has made an order in relation to Mr Zuma's request for it to be blocked.
On Monday, Mr Zuma asked her not to report her findings until he has been given an opportunity to question witnesses and review any evidence that implicates him.
"I can confirm that the president has applied for a court interdict," Mr Zuma's spokesman Bongani Ngqulunga told the Reuters news agency on Thursday.
The focus of Ms Madonsela's probe is on the Indian-born Gupta family, who are accused of using their close links with Mr Zuma to influence cabinet appointments. Although Mr Zuma and the Guptas insist they are innocent, correspondents say the allegations will do little to improve the tarnished reputation of the president, who was forced to repay part of the cost of the lavish upgrade to his private residence because of Ms Madonsela's inquiries.
The latest row adds to the pressure on Mr Zuma, whose government was reeling this week when prosecutors ordered Finance Minister Pravin Gordhan to appear in court in early November to face fraud charges. He denies any wrongdoing and says the charges are politically motivated.