CAPE TOWN (Reuters) - South African president Jacob Zuma hit out at an anti-corruption watchdog investigation implicating him, telling parliament on Wednesday that the process had been "unfair" to him and that the probe was carried out "in a funny way".

Zuma, who has denied any wrongdoing, also said the anti-graft watchdog could not prescribe setting up any judicial commission of inquiry.

The Public Protector report, released on Nov. 2 and entitled "State of Capture", stopped short of reaching conclusive findings against the president, some of his ministers and heads of state-owned companies. It recommended that a judicial probe be conducted to make a determination on the allegations.

(Reporting by Wendell Roelf; Editing by James Macharia)