Leishman is on 14 under par after overnight leader Henrik Stenson carded a disappointing 70 following two dropped shots on his final three holes in sweltering conditions.
"It was fun, I was driving the ball really well there on the back nine and managed to roll in some putts. It was a good day," Leishman told reporters.
"I missed a short one on 11 which was really disappointed but then birdied the par five (14th hole) and then 17 and 18, which are generally two pretty tough holes to finish.
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"It's made it interesting for tomorrow and hopefully I can play the way I did today and give Henrik a run for his money. I generally play pretty well in the heat."
In temperatures which at times exceeded 40 degrees Celsius in South Africa's North West province, home player Jaco van Zyl stayed in touch with the leaders as he carded a level-par 72 for a 10 under-par total.
That is one shot ahead of American Robert Streb, also even par for the round and alone in fourth position.
Leishman, yet to win on the European Tour, landed an eagle on the par-five 10th hole to go with five birdies and a single dropped shot.
The 32-year-old's bogey on the 11th was only the second time he had dropped a shot in the tournament after a pair of 68s in his opening two rounds of 'Africa's Major'.
Stenson had spent three days this week and only gave himself a five percent chance of playing on Thursday. He managed five birdies in his third round, but dropped shots on the eighth, 16th and 18th holes.
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