Zulu, who recently terminated his contract with Black Leopards, had been involved in negotiations with Tshakhuma Tsha Madzivhandila ever since.
But when the two parties could not agree personal terms, the former Jomo Cosmos left-back went to Sekhukhune.
According to sources, the player is already training with the team and will be unveiled by the club anytime from today.
Contacted for comment, Zulu's representative referred all questions to the club's media officer Tebogo Mapinga, who could not be reached for comment.
"I cannot deny nor agree that he is there, but it's true that we are talking to them," Ratshibvumo Mulovhedzi tells snl24.com/kickoff.
Sekhukhune technical director Alex Bapela says he is not aware of the club's signing of Zulu.
"I'm not aware of that," he replies.