The accused appeared via a video link on Wednesday from Krugersdorp Prison.
Malephane briefly told the court that he was abandoning the services of a Legal Aid lawyer and would secure his own private attorney.
Malephane, 31, is facing a premeditated murder charge after he allegedly killed 28-year-old Tshegofatso Pule.
Pule, who was eight months pregnant, was last seen by her relatives on 4 June, leaving her Soweto home to visit her boyfriend, Ntuthuko Shoba, in Florida.
CCTV footage shows Pule getting into a Jeep as she leaves Shoba’s apartment, the Sunday Times previously reported.
The young woman’s body was found hanging from a tree in Roodepoort’s Durban Deep on 5 June. She had been stabbed in the chest.
She was positively identified by her family three days later. NEWS24/DM
"What is to be done with the millions of facts that bear witness that men fully understanding their real interests have left them in the background and rushed headlong to meet peril and danger?" ~ Fyodor Dostoyevsky