"Corrie Sanders was the most difficult opponent I ever fought," the 41-year-old World Boxing Council (WBC) champion told Germany's Sport Bild Plus.
Sanders beat Vitali's younger brother, Wladimir, by technical knock-out in Hanover, Germany in 2003 when he stopped the Ukrainian in the second round in a major upset to win the WBO heavyweight title.
He fought Vitali Klitschko a year later in Los Angeles for the vacant WBC heavyweight title, but lost by a technical knock-out in the eighth round.
"Corrie was fast, could give and take a punch. His style was very dangerous and did not suit me. I was very pleased to be able to win this fight," Vitali Klitschko said.
The Klitschko brothers expressed condolences on their Facebook page on Sunday after hearing of Sanders' death.
"We were shocked to learn of the sudden death of Corrie Sanders and we want to express our sincere condolences to his family," they said.
"We will remember Corrie as a great person both inside and outside the ring. He was a great fighter with a big heart who always positively represented the sport of boxing."
Sanders, 46, was shot in the stomach and hand while attending a family celebration at a restaurant at Brit near Pretoria on Saturday evening. He was taken to hospital where he died early Sunday.
South African news reports Monday said Sanders had been at his nephew Michael's 21st birthday party at the Thatch Haven Restaurant when four armed men stormed in randomly shooting.
According to SAPA news agency, the former boxing champion was at the entrance to the venue, making his way to the buffet, when the shooting started.
Eyewitnesses said Sanders had told his daughter Marinique, 15, to get down and play dead and was covering his daughter when he was shot.
Police brigadier Thulani Ngubane told South African news media a search was continuing for the gunmen in a murder inquiry.