Zille on Sunday refused to confirm if the opposition party had received funding from the controversial Gupta family in 2011.
"Ask them. We don't deny or confirm donations from anyone. But we DON'T channel public funds to donors under 'sponsorship' cover," Zille tweeted LeadSA chairperson Yusuf Abramjee on Sunday when he asked if her party received funds from the Guptas.
According to a report in the Weekend Argus, Zille apparently solicited a donation worth several hundred thousand rand from the family after she visited their Saxonwold home.
The Western Cape premier claims her aloofness on the matter is in accordance with the opposition party's policy of never making their donors' identities public.
"If we disclosed donors, opposition would get 0 [no funds]. Look what happened to FNB last week simply for being 'oppositional'?" Zille tweeted political analyst Eusebius McKaiser, when he demanded to know why the DA refused to reveal their financial backers.
Zille was referring to the developing standoff between First National Bank and the ANC after the former launched an ad campaign the ruling party found to be unpatriotic.
The premier has since deleted all of the tweets related to the conversation from her account.
Zille's evasiveness on the matter comes days after she was labelled a hypocrite by the ANC for pulling out of a business breakfast hosted by the New Age newspaper – which is owned by the Gupta family.
Her decision to do so was based on newspaper reports that state-owned enterprises had funded the breakfasts to the tune of millions of rands.
"These breakfasts must be very profitable for the New Age, which is owned by the Gupta family, who are in turn vocal supporters and funders of the ANC and President Jacob Zuma," Zille said at the time.
"It is not acceptable or defensible for public money to be used to bankroll a privately-owned newspaper, and indirectly the coffers of the ANC."
But it later came to light that Zille attended a New Age Business Breakfast in 2012, in knowledge it was sponsored by parastatal Telkom.
Helen Zille did not respond to requests for comment.