The man known as Blade Runner is accused of killing Reeva Steenkamp, 30, who was shot dead at their home in the luxury gated Silver Lakes Golf Estate in Pretoria, South Africa.
Pistorius, 26, sat with his head bowed when he was brought before magistrates, charged with one count of murder.
His father Henke, brother Carl and sister Aimee were in court to support the athlete, who arrived dressed in a grey suit and blue tie.
But the athlete 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 gold-medal winner, who earned his nickname because of his prosthetic racing legs, had been 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, reported in later editions of yesterday's Evening Times, triggered shock worldwide.
Miss Steenkamp's body was discovered about 3am, after neighbours reported hearing screams and gun shots coming from the athlete's home.
According to reports today, 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.
Today's hearing came after a two-hour delay while Pistorius's 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.
Pistorius made history at the 2012 Olympics by becoming the first amputee sprinter to compete in the able-bodied Games, running in the 400m and 4x400m relay.