Brigadier Marinda Mills said the paintings were discovered by a member of the dog unit around 1.30am.
"The officer was contacted by an informer in the morning. The [police] member went to the cemetery and found the paintings in a small private cemetery in Sunridge Park, behind the Dutch Reformed Church," said Mills.
"Police forensic and crime scene experts are still combing the area as we speak. Verification of the art must still be done, but from a layman's view it appears to be the same pieces that were taken in Pretoria."
Mills said the recovered paintings appeared to be Maggie Laubser's Cat and Petunias (1936); JH Pierneef's Eland and bird (1961); Irma Stern's Fishing boats (1931) and Hugo Naude's Hottentot chief.
The painting still missing was Gerald Sekoto's Street Scene (1939), worth about R7-million.
Mills said there was no obvious evidence of damage to the artworks.
The Pretoria Art Museum was provisionally closed following the Sunday morning armed robbery in which the paintings, together worth about R17.5-million, were stolen.
Tshwane mayoral spokesperson Pieter de Necker said the museum would re-open on November 20.
"The art museum has taken precautionary steps by removing other valuable pieces until the police have completed their investigation," he said.
"The city will tighten security at the museum."
De Necker said the five artworks were stolen from the museum's permanent collection on Sunday.
"Three men, under the pretence of being students and their art lecturer, asked to view specific pieces.
"After they were shown the paintings, they then tied up the museum official at gunpoint and took off with six paintings," he said.
"They left one painting [by] Irma Stern behind, presumably because it was too big to fit into their [getaway] car."
The painting left behind was Irma Stern's Two Malay Musicians, valued at about R12-million.
The City of Tshwane said it was "delighted" that the paintings had been recovered as they were part of the city's artistic heritage.
"The City thanks police for their investigation and retrieval of the paintings, and the media for their efforts to publicise the pictures of the paintings and alerting the public." – Sapa