Congress spokesman Jackson Mthembu told the BBC he has asked lawyers to remove the painting from the Goodman Gallery in Johannesburg.
Gallery owner Liza Essers asserts the $14,000 painting, which has been sold to a German collector, will stay up until the end of the exhibition.
"I received a letter from the [African National Congress] on Thursday demanding that I take down the painting before the end of the business day," Essers told Pretoria News Weekend. "But it is still up -- until the end of the exhibition on June 16."
Murray has yet to comment on the controversy.
The president condemned the painting Friday, accusing the award-winning Cape Town artist of violating Zuma's rights.
"We are amazed at the crude and offensive manner in which this artist denigrates the person and office of the president of the Republic of South Africa," Zuma said in a statement.
The painting has inspired a range of reactions from gallery goers, from disgust and dismay to awe and even indifference.
One 73-year-old gallery patron interviewed by Pretoria News Weekend, who wished to go unnamed, said: "All men have it, what's the big deal? When Michelangelo painted David, the Jews and Christians didn't make a noise. Why is our president's penis such big news?"