This followed weekend reports that Malema and executives of the banks were spied on by the Guptas over the past three years.
EFF spokesperson Mbuyiseni Ndlozi said on Sunday the Guptas wouldn't have had personal details on Malema and his movements inside and outside the country without the help of the State Security Agency (SSA) and Home Affairs.
He said the email leaks confirmed what they had known all along.
“We will be taking the evidence as found in the leaked emails to the inspector-general of intelligence. We want to further warn the Guptas that we are not going to sit by and allow them the leverage over our leader's life.” He said the EFF did not think the Guptas would have had detailed information on Malema without the help of SSA and Home Affairs.
Department of State Security spokesperson Brian Dube said it would be proper for Malema to lodge a complaint with the inspector-general of intelligence.
“At this stage, the appropriate thing is for the EFF to approach the office of the inspector-general. We will encourage Malema to go there as the EFF has indicated.”
Spokesperson for the Department of Home Affairs David Hlabane said the matter would require an investigation.
However, it was not only the Department of Home Affairs that has personal information of individuals.
“This is not a matter that can be concluded without an investigation.
It's not only Home Affairs that will be privy to details of people travelling in and out of the country. If people travel, they travel through travel agents.”
He said that when it came to the tickets, Home Affairs would have details on these.
Hlabane said there were clear regulations and guidelines that govern the conduct of Home Affairs officials.
Home Affairs would not disclose personal information on individuals to third parties, he said. He added that the investigation would help to get to the bottom of this.
Spokesperson for the Gupta family Gary Naidoo did not respond by publication time.