Pieterse, 26, has been linked with a switch to Mamelodi Sundowns, but sources close to the former Kaizer Chiefs shot-stopper have not ruled out a move elsewhere.
SuperSport spokesman David Skhosane has confirmed Pieterse is no longer training with the club, which recently recruited Zimbabwean keeper Washingon Arubi in anticipation of his exit.
"There is no more secret about his [Pieterse] desire to go and play elsewhere," was all Skhosane would say further on the matter.
Meanwhile, centre-back Bongani Khumalo is on the verge of re-signing with Matsatsantsa following the expiry of his contract with Bidvest Wits in the off-season.
The former Bafana Bafana skipper, who spent 18 months with Wits, was key to United's three straight league triumphs from 2007 to 2010 prior to landing a dream move to Tottenham Hotspur.
After a five-year stay in England where he spent most of his time on loan at several lower division clubs, Khumalo spent six months back at SuperSport before joining the Clever Boys.