Pistorius, whose trial is being broadcast live around the world, faces a life sentence if convicted of the Valentine's Day killing of model and reality television star Reeva Steenkamp a year ago.
After a state prosecutor charged that Pistorius "unlawfully and intentionally did kill" Steenkamp, he entered a plea of "not guilty, my lady".
Pistorius, 27, a double amputee sporting hero known as the "Blade Runner" for his carbon-fibre running blades, also pleaded not guilty to three unrelated gun charges.
A single judge, Thokozile Masipa, is presiding in the case that has already been likened to the murder trial of American footballer OJ Simpson over the killing of his ex-wife and a friend in 1995.
In a statement read out by his lawyer Kenny Oldwage, Pistorius described her death as a "tragic accident" saying he had mistaken his 29-year-old lover for an intruder.
He admitted killing Steenkamp, but denied murderous intent. "This allegation is denied in the strongest terms," he said. "We were in a loving relationship."
The first prosecution witness to take the stand, Michelle Burger, said she and her husband were awoken at around 3 am by "bloodcurdling screams" coming from the Pistorius home in an upmarket Johannesburg gated community.
Oscar Pistorius sits in court ahead of his trial at the North Gauteng High Court in Pretoria March 3, 2014. AFP
"She screamed terribly and she yelled for help," the university economist said. "It was something you can't explain to someone else, how anxious those screams were."
"Just after her screams, I heard shots, four shots," she said, describing one clear shot then three clustered together.
"Bang... bang, bang, bang."
"I heard petrified screaming before the gunshots, and just after the gunshots," she said when pressed by Pistorius's lawyer.
The trial opening marked the first time the victim's mother June came face-to-face with Pistorius since the killing.
"I want to look at Oscar, really look him in the eyes, and see for myself the truth about what he did to Reeva," she told a British newspaper ahead of the trial.
Further down from her on the wood-panelled bench sat Pistorius's brother Carl, sister Aimee and a handful other relatives.
The state is seeking to prove that Pistorius killed Steenkamp in a rage after the couple quarrelled in the early hours of February 14, 2013.
Oscar Pistorius sits in court ahead of his trial at the North Gauteng High Court in Pretoria March 3, 2014. REUTERS
Prosecutors are also expected to claim that Pistorius had watched pornography just before the shooting, apparently contradicting his account of events.
The athlete, the first double amputee to compete against able-bodied athletes at the London 2012 Olympics, will also be asked why he allegedly told security guards at his luxury estate that everything was fine when they phoned after hearing gunshots.
In a bid to illustrate a history of reckless behaviour with firearms, the state claims that Pistorius on two occasions fired a pistol in public, once through the sunroof of a moving car and then at a busy restaurant.
The state has a exhaustive list of 107 witnesses that includes the defendant's former girlfriends, though it is unlikely everyone will be called to testify.
If found guilty of premeditated murder, Pistorius faces 25 years in South Africa's notoriously brutal jails and an abrupt end to his glittering sporting career.
The state has already admitted that ballistic tests suggest he might not have been wearing his prostheses when he fired the shots that killed Steenkamp, which removes a key argument for premeditation.
June Steenkamp (C), the mother of Reeva Steenkamp, looks on, as she attends the opening day of the trial of South African Paralympian star Oscar Pistorius (R), accused of murdering his girlfriend Reeva Steenkamp. AFP
Pistorius walked free on bail a year ago as the chief detective on the case and the prosecution's star witness Hilton Botha was sacked amid a scandal over botched handling of evidence.
During the bail application, Pistorius's defence sketched the picture of a loving couple who even contemplated marriage.
CCTV footage emerged last week showing the pair kissing and flirting at an upmarket Pretoria grocery store 10 days before Steenkamp's death.
Pistorius's family reiterated their support for him last weekend.
"We love Oscar, and believe in him, and will be standing by him throughout the coming trial," his uncle Arnold said in a statement.
Forty national and an equal number of international journalists have been accredited to cover the case from inside the courtroom.
A South African satellite network has set up a dedicated channel to cover the trial, parts of which will be broadcast live on television, while all of it will be available in audio.