At Friday's court hearing, Pistorius wept uncontrollably, drawing the attention of Chief Magistrate Desmond Nasir, who at one point told him simply, "Take it easy."
Pistorius' brother, Carl, and his father, Henke, reached out to touch his shoulder to comfort him as he sat slumped and grim-faced in the dock.
Prosecutor Gerrie Nel said he would pursue a charge of premeditated murder against Pistorius in the slaying of Steenkamp, a blond model with a law degree who had spoken out on Twitter against rape and abuse of women.
She was discovered in a pool of blood before dawn Thursday by police called to Pistorius' upscale home in a gated community in the South African capital of Pretoria. Authorities said she had been shot four times, and a 9mm pistol was recovered at the home.
Throngs of reporters, photographers, and videographers filled the brick-walled Courtroom C in Pretoria Magistrate's Court, where Pistorius appeared. Nasir's first ruling focused on the news media as he dismissed requests from the state broadcaster and a private television station to air the hearing live.
Nasir also ordered that no photographs be taken while court was in session.
Police said that investigators had conducted an autopsy on Steenkamp's body, but that the results would not be released.
Pistorius' family left quickly after the hearing, without speaking to journalists. In a statement later Friday, the family and his London-based management agency questioned the criminal charge the athlete was facing.
"The alleged murder is disputed in the strongest terms," the statement said, without elaborating. It added that 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 statement read.
Since news of the slaying, shock waves have rippled across South Africa, a nation of 50 million where nearly 50 people are killed each day, one of the world's highest murder rates. U.N. statistics say the nation has the second highest rate of shooting deaths in the world, behind only Colombia.
Many wore black Friday to demonstrate against the high levels of violence against women in the country.