The athletics star was wearing a black suit as he was led by police officers into a packed court house.
Murder accused Pistorius, 26, was moved in the morning from a police station where he spent the night in a cell to the Pretoria Magistrate's Court.
The once media-friendly sprinter covered his face with a jacket as the police transferred him.
Pistorius broke down in tears in court as he faced the charges.
Some details on the shooting have emerged in court. Judge Desmond Nair has used the phrase "a person charged with premeditated murder".
Pistorius' defence team requested that they be given time to prepare their case. The court heard that Steenkamp had been shot four times.
"I accede to the request by the defence for a postponement until next Tuesday." said Judge Nair, who then dismissed Pistorius who walked out of court.
He will be held at Brooklyn police station in Pretoria.
According to media reports, neighbours heard loud noises from Pistorius' apartment in the early hours of Thursday morning.
Police arrived to find Steenkamp shot four times, and paramedics declared her dead at the scene.
NPA spokesman Medupe Simasiku said Pistorius would not be getting any special treatment behind bars.
"We believe that it is fair for the accused (Pistorius) so that he can meet with his defence (lawyers). It is noted that when the accused is kept at a prison there is no after hours visit, whether from the legal team or the family," said Simasiku.
"There is no celebrity status (at play) here. It's not a common practice, but it is a decision of the court. We can't argue regarding why the court made that decision (to keep Pistorius at the police station)."
Pistorius, one of South Africa's national icons, has strongly rejected the charge against him.
"The alleged murder is disputed in the strongest terms", said a statement released by Mr Pistorius's family and management company after the court hearing.
"Our thoughts and prayers today should be for Reeva and her family - regardless of the circumstances of this terrible, terrible tragedy," it said.
Copyright is owned by Africa Outlook and/or Outlook Publishing. All rights reserved.