Between there and Sandton City / Mandela Square should be fine. Personally I wouldn't venture much further than that although I may be erring on the side of overcaution.
It's actually an ongoing question in my mind how safe the Sandton CBD is on foot after a certain time of day. The thing is, other than the malls and hotels, central Sandton consists of business premises: about 100,000 of us come in to the area every morning and vacate it again at the end of the day. Which means it's a lot quieter without us. I've made a personal choice not to leave the office (and do my 1-kilometre walk to the Gautrain station) after dark, but as said,perhaps I'm being too cautious. There are always private security guards around - that does have to be said.Edited: 14 January 2016, 05:27
Just to clarify after reading this over: I wouldn't hesitate to drive in central Sandton - and have done so countless times - at any time. My reservations are purely around walking in the area.
I was largely thinking of walking from restaurants to the hotel within Nelson Mandela square and maybe from the Gautrain station. Would anyone say it's safe to walk from the Gautrain to the square?
Gautrain station to Mandela Square should be ok.
You do know the trains stop running relatively early? Currently, last northbound train gets to Sandton at 20:38, last southbound train at 21:11 (21:04 at weekends); airport trains similar times.
I was aware they stopped early. I was intending to use the train to get from Sandton to Jo'burg during the day for sightseeing.