The Gautrain's house rules are notoriously strict.
The incident happened on Friday, the Star newspaper reported on Tuesday.
Sisters Pontso Pakkies and Lebo Sibisi said they were unaware that chewing gum was not allowed on the train.
While waiting for the train, Pakkies said a guard approached them and told them to get rid of the gum.
After talking to a guard, they wrapped the gum in paper and placed it in their bags as there was no dustbin nearby.
As the train approached, one of the security managers told them they could not board.
"He said we had refused to throw the gum away and he was going to fine us," Pakkies told the publication.
They were detained in a room that had no cellphone reception, she said adding that they were refused permission to go to the toilet, or call their families.
They were released after paying a R700 fine.
Gautrain's operator, the Bombela Concession Company said rules on its trains were of the highest standards.
"Eating and drinking is not allowed on the Gautrain and is considered a transgression of the Gautrain travel rules," spokesperson Kelebogile Machaka said.
"Removing gum from tiles, upholstery and carpeting in trains cannot only prove to be costly, but in some instances may inconvenience another passenger who has to step on it or sit on a chair plastered with gum unaware." – Sapa