He also says that the ANC supports the commission of inquiry into state capture.
Mkhize was speaking on the sidelines at the DH Williams Hall in Katlehong on Thursday where he gave an OR Tambo memorial lecture.
He says that the ANC, the state and all institutions of justice should be able to act on those where there is proof of criminal activity.
“Certain members who have been mentioned. We don’t believe that there are any members that could be involved in either corruption or state capture that can be said to be victims. They are there because they colluded with the process.”