The world's best-known Paralympian was taken into custody on Thursday after Reeva Steenkamp, 30, was shot dead at the luxury gated Silver Lakes Golf Estate in the South African capital Pretoria.
Pistorius, 26, sat with his head bowed when he was brought before magistrates on Friday, charged with one count of murder.
The gold-medal winner, who earned his Blade Runner nickname because of his prosthetic racing legs, was earlier met by a media frenzy as he arrived at the packed court house, having left a police station with a coat over his head.
He attempted to obscure his identity, covering his face with a note pad as he was driven into the precincts.
The sprinter's arrest on Thursday triggered shock across the globe and prompted speculation he may have mistaken his girlfriend for an intruder in what could have been a Valentine's Day surprise gone wrong.
But police swiftly distanced themselves from the suggestions.
Miss Steenkamp's body was discovered at around 3am, after neighbours reported hearing screams and gun shots coming from the athlete's home.
According to the Beeld newspaper, she was blasted four times through a bathroom door.
Police said the model was shot in the head and upper body.
They recovered a 9mm pistol from the scene.
Pistorius' father Henke, brother Carl and sister Aimee gathered in court to support the athlete who arrived dressed in a grey suit and blue tie.
The celebrated runner began sobbing, covering his face with his hands, as the charge against him was read out.
Chief magistrate Desmond Nair told him: "Take it easy. Come take a seat."
The hearing came after a two-hour delay while Pistorius' lawyers objected to the scrum of local and international reporters packed into the courtroom.
A bail hearing is scheduled for next Tuesday and Wednesday, with police expected to oppose the application.
The hearing was adjourned and Pistorius will be held at a local police station until his next court appearance.
The track superstar's arrest has stunned the world and prompted heated speculation over what might have occurred at his home in the early hours of Thursday morning.
Brigadier Denise Beukes on Thursday addressed the media to say police were "very surprised" by suggestions that the sportsman could have mistaken his girlfriend for a burglar, saying: "These allegations did not come from us."
She said there had been previous incidents of a "domestic nature" at his property.
Pistorius, who appeared to have serious concerns about his safety, was said to sleep with a revolver by his bedside and a machine gun by his window.
He began dating Steenkamp, a model and law graduate, in November and the couple were dubbed the Posh and Becks of South Africa.
The model had apparently been looking forward to Valentine's Day.
On Wednesday she tweeted: "What do you have up your sleeve for your love tomorrow??? #getexcited #ValentinesDay."
Her publicist Sarit Tomlinson paid tribute to "the sweetest human being and an absolute angel on earth" following her death and said the model was "about to hit the big time".
Asked about Steenkamp's relationship with Pistorius, Ms Tomlinson told BBC Radio 5: "They had been together for a couple of months and it's been a fabulous relationship - a healthy, fabulous relationship."
She spoke out as the athlete was taken to Pretoria's Mamelodi Day Hospital in a police convoy for a "standard" medical examination.
Pistorius' father said his son was "sad" following the shooting.
Mr Pistorius told SABC radio news: "I don't know the facts. If anyone makes a statement, it will have to be Oscar. He's sad at the moment."
Meanwhile, forensic officers carried out searches at Pistorius' home.
A gun was later pictured in what appeared to be an evidence bag.
Pistorius made history at the London 2012 Olympics by becoming the first amputee sprinter to compete in the able-bodied Games, running in the 400m and 4x400m relay.
The star was born without fibulas and underwent below-the-knee amputations at 11 months old.
He had to win a legal battle over his blades with the International Association of Athletics Federations (IAAF) in 2008 for the right to compete in able-bodied competition.
South Africa's M-Net cable TV channel pulled adverts featuring the star off air immediately after his arrest.
Sports apparel group Nike, along with most of his sponsors, said they would not make any decisions until the police investigation was completed.
His sponsorship deals - with firms including BT, sunglasses maker Oakley and French designer Thierry Mugler - are thought to be worth as much as £1.3 million a year.