Lehmann says he came to his decision after watching news coverage of Steve Smith and Cameron Bancroft returning home having confessed to cheating in the third test last weekend.
A tearful Lehmann insisted the decision to quit was his, and he was not fired by his bosses over the scandal that has plunged the team into crisis.
Captain Smith, vice-captain David Warner and opening batsman Bancroft all received bans.
The final Test in Johannesburg starts tomorrow.
South Africa lead the series 2-1
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