The National Prosecuting Authority said Pistorius would remain in custody until his hearing Friday, when police intend to oppose bail.
Reeva Steenkamp, a 30-year-old model, died after being shot several times in the head and arm in Pistorius’ house in an upscale suburb in Pretoria.
Pistorius was ushered from the home by police Thursday morning with a gray hoodie covering his head and obscuring most of his face.
South Africans were in shock about the accusation against Pistorius, who became a hero during his long battle for the right to compete in the Olympics. After a controversy on whether the blades he uses to walk and run gave him an advantage in races, Pistorius was granted the right to compete in the London 2012 Olympic Games.
South Africa has one of the world’s highest rates of murder and violent crime, and many South Africans keep guns at home to guard against intruders.
The Afrikaans-language newspaper Beeld suggested that Pistorius mistook his girlfriend for a burglar and killed her accidentally.
However, a police spokeswoman, Brig. Denise Beukes, said police were “surprised” at reports the killing was accidental, adding that that version hadn’t come from police, according to the South African Press Assn.
“I confirm there had been previous incidents of a domestic nature at his place,” said Beukes, adding that police couldn’t comment on the decision to oppose bail.
Beukes said police had interviewed neighbors who heard sounds at Pistorius’ home earlier in the evening, and also at the time the incident reportedly took place.
Pistorius’ father, Henke Pistorius, said his son was sad. But the older Pistorius said he didn’t know the facts.
“I don’t know nothing. It will be extremely obnoxious and rude to speculate,” he said in a radio interview. “If anyone makes a statement, it will have to be Oscar.”
An advertisement for Nike, one of Pistorius’ major sponsors, was removed from his official website Thursday. It had shown the athlete in a green lycra athletic suit and the slogan, “I am the bullet in the chamber.”