Details are still sketchy, but the right-back was involved in a car accident.
The 26-year-old defender joined City in January last year and has played six league games for Rise and Shine this season.
City spokesperson Vusi Mtimane has confirmed the sad news, but could not go into detail. He said he was with the Tshehla family.
"I can't talk at the moment. We still with his family," said Mtimane.
City did, however, confirm the news on their Twitter page late in the evening.
It is with our deepest sorrows that we inform you of the death of our Defender Mogau Tshehla on a car accident. Our thoughts are with the family;teammates and friends— #RiseAndShine (@polokwane_city) February 12, 2018
Psalm 37:39 But the salvation of the righteous is of the LORD: he is their strength in the time of trouble pic.twitter.com/Mtp89Rch5z