Dressed in a dark suit at a Pretoria court, the Olympic and Paralympic superstar stood with head bowed in front of magistrate Desmond Nair to hear the charge of one count of murder read out.
He then started sobbing uncontrollably, covering his face with his hands. "Take it easy. Come take a seat," Nair told him.
Prosecutors said they would pursue a charge of premeditated murder, which carries a prison sentence of up to life, and Pistorius will remain detained in a police cell in the South African capital until a new bail hearing on Tuesday.
Following the hearing, Pistorius' family and his London management company issued a statement to maintain his innocence.
"The alleged murder is disputed in the strongest terms," the statement read.
The statement also said Pistorius wanted to "send his deepest sympathies to the family of Reeva."
"He would also like to express his thanks through us today for all the messages of support he has received — but as stated our thoughts and prayers today should be for Reeva and her family — regardless of the circumstances of this terrible, terrible tragedy."
The hearing was delayed for two hours as his defence lawyers objected to the scrum of local and international reporters packed into the courtroom.
Pistorius said nothing during the 40-minute hearing. His father, Henke, and brother, Carl, sat directly behind him, occasionally leaning forward to give him a pat on the shoulder. Pistorius' mother died in 2002 when he was 15 years old - a tragedy that he said drove him into pursuing a full-time sporting career.
Steenkamp was found shot dead in his plush Pretoria home in the early hours of Thursday. Police have given few details of the shooting, other than to say she died of gunshot wounds.
But South African media are reporting that Pistorius shot the 30-year-old four times through a bathroom door.
Afrikaans-language Beeld newspaper said she was hit in the head, chest, pelvis and hand.
"The security guards found Pistorius by Steenkamp's body in the bathroom," the paper said, citing a neighbour. "The door had bullet holes right through it."
The arrest of the 26-year-old has stunned a nation that reveres him as a hero who triumphed over adversity to compete with able-bodied athletes at the highest levels of sport.
Initial reports suggested Pistorius may have mistaken Steenkamp for an intruder, but police said neighbours had heard noises before the shots and that there had been previous "domestic" incidents at the house.
South African newspapers plastered the killing across their front pages, relegating a State of the Nation address by President Jacob Zuma in parliament to a distant second.
The coverage reflected shock and dismay at the fall of a sporting hero who commanded rare respect on all sides of South Africa's racial divides.
Callers to morning radio shows expressed remorse at the death of Steenkamp, who had been due to give a talk at a Johannesburg school this week about violence against women.
There was also widespread disbelief at the fate of a sporting legend regarded as a genuinely "good guy".
"How is it possible for one so high to fall so low so quickly?" Talk Radio 702 host John Robbie said.
South Africa's M-Net cable TV channel immediately pulled adverts featuring Pistorius off air but most of his sponsors, including sports apparel group Nike, said they would not make any decisions until the police investigation is completed.
Pistorius' endorsements and sponsorships, which also include BT, sunglasses maker Oakley and French designer Thierry Mugler, are thought to be worth as much as $2 million a year.
Pistorius, who was born without a fibula in both legs, was the first double amputee to run in the Olympics and reached the 400-metres semi-finals in London 2012.
In last year's Paralympics he suffered his first loss over 200 metres in nine years. After the race he questioned the legitimacy of Brazilian winner Alan Oliveira's prosthetic blades, but was quick to express regret for the comments.
South Africa has some of the world's highest rates of violent crime, and many home owners have weapons to defend themselves against intruders, although Pistorius' complex is surrounded by a three-metre high wall and electric fence.
Near the home, people who knew Pistorius recalled a much-loved local hero.
"Some of us were in tears," said Precious, who works at a petrol station where Pistorius used to fill up his MacLaren supercar, signing autographs and picking up the tab for people in the convenience store.
"He was just so kind to everyone," Precious said.
The family of Steenkamp, a model who spoke out on Twitter against rape and abuse of women, will arrive from Port Elizabeth today to formally identify the body.
Police spokesman Katlego Mogale aded: "Reeva will be returned to her family for burial as soon as the experts have completed the autopsy tomorrow or next week, we do not know how long it take."