Judge president Dunstan Mlambo asked whether Madonsela's explanation that her office had no resources to investigate such a complex matter did not suffice.
Semenya responded that Madonsela could have asked parliament for assistance.
He also countered Mlambo’s argument that Madonsela had said Zuma was personally implicated in state capture allegations and therefore could not direct the investigation.
“She cannot raise that allegation to a fact. She has not made a finding. It does not help her constraint that she cannot overstep her powers‚” Semenya argued.
Semenya earlier charged that Madonsela had overstepped her powers by directing Zuma to appoint a commission of inquiry‚ saying this was a constitutional prerogative of the executive authority‚ namely the president.
He said the public protector had no powers to offend the separation of powers.
Zuma is seeking to set aside Madonsela's directive that he appoint a commission of inquiry to investigate allegations of state capture.
The report recommended that the presiding judge of the commission be chosen by Chief Justice Mogoeng Mogoeng.
Madonsela released the report‚ titled State of Capture‚ in November last year‚ detailing allegations of an improper relationship between Zuma‚ some state officials and the controversial Gupta family.