Du Plessis had earlier stressed that he will think of hanging up his boots after T20 World Cup later this year.
In the video posted on Instagram by CSA, it can be seen that the South African players are taking part in a running challenge.
All the news stories that hogged the headlines today.
Du Plessis will be playing his first ODI series since the World Cup 2019.
All the key stats and numbers ahead of the 3-match ODI series between South Africa and Australia.
Faf du Plessis ended 2019 year with an average of 67.83 in ODIs.
Du Plessis has been named in the T20I and ODI squad against Australia after being rested for the white-ball Internationals against England.
The first T20I of the series will be played at Wanderers Stadium on 21 February, followed by the second T20I at St.George's Oval.
Du Plessis has led the Proteas in 112 matches, winning 69 of them.
Cricket South Africa, in a tweet, shared that the 35-year-old has stepped down as captain of the Proteas' Test and T20I squads.