"I want an independent investigation into this. People have died and we need answers because I don't trust President [Jacob] Zuma and his inquiry," Malema told reporters outside the station on Tuesday.
Arriving shortly after midday, Malema entered Marikana police station flanked by two bodyguards.
Last week 34 people were killed and 78 were wounded in a shootout between police and miners in Marikana, Rustenburg.
In response to the shooting, the Independent Police Investigative Directorate (IPID) is probing the police's role in the deaths.
"Police have already concluded they acted in self-defence so there's no point to their investigation," Malema said.
Malema also dismissed Zuma's decision to appoint an independent judicial inquiry and inter-ministerial committee to investigate the tragedy.
"The man that instituted those inquiries is very manipulative and deviant. They will amount to nothing and the truth will not be revealed," he said.
Of no use
After addressing the media, Malema was ushered into a separate part of the police station, away from journalists.
He was accompanied by seven Lonmin miners who allegedly survived the incident and will act as witnesses in the murder case.
"With the help of the media, international agencies and honest members of the SAPS, we will get to the bottom of what actually happened here," Malema said as he walked away.
But police officers outside the station – who did not want to be named – told the Mail & Guardian Malema's efforts may be in vain.
"We can't investigate ourselves. IPID is already looking into this and we must follow protocol. I don't know what the use of this is going to be," one officer said.