A large contingent of reporters waited outside the court as Pistorius rushed into the fully-packed courthouse shortly before 09:00 a.m. local time under the escort of police, Xinhua reports.
Pistorius's face, covered with a book held by a policeman, could not be seen.
The 26-year-old double-amputee Olympian is expected to apply for bail, but police said the request would be opposed.
Pistorius allegedly shot his girlfriend, model Reeva Steenkamp, at his upscale Pretoria home in the early hours of the Valentine's Day.
Pistorius reportedly told police he mistook Steenkamp for a burglar and shot her. Hearing the gun shots, neighbours alerted police and when paramedics arrived at the scene, Steenkamp had died.
Several local media outlets had initially reported that the shooting may have been accidental. But police refused to say what actually happened before an investigation was completed.
Police spokesperson Denise Beukes told reporters that there had been other incidents of domestic violence at his place.
"I confirm there had been previous incidents of a domestic nature at his place but this will form part of the investigation," she said.
Steenkamp, 30, worked as a model and had been FHM's cover girl. She twittered on Wednesday that she would give Pistorius a surprise on the Valantine's Day.
The pair had been together for just over two months and were a huge celebrity couple in South Africa.
Pistorius, who said he was traumatised by losing a person he was very close to, was fully cooperating with the investigation, the police said.
The 26-year-old, who was born without a fibula in both legs, was the first double amputee to run in the Olympics.
Nicknamed the "Blade Runner", Pistorius was able to compete by wearing carbon fibre prosthetic blades.
A national hero in South Africa, Pistorius ran in 11 races during the 2012 London Olympics and the Paralympics. He returned home with two Paralympic gold medals, Paralympic silver, two world records, a Paralympic record, an Olympic individual semifinal and an Olympic final.
Pistorius was named by Time magazine last year as one of the world's 100 most influential people.