The sprinter spent the night behind bars and was subject to blood-alcohol, DNA and other tests, as forensics experts continued to work at the crime scene at his home in an upscale Pretoria estate.
Lawyer Kenny Oldwage said his client was "very well, obviously emotional, but fine."
The police have poured cold water on initial reports that Pistorius had shot his 29-year-old girlfriend after mistaking her for a burglar.
South African model Reeva Steenkamp who was shot dead on February 14, 2013 by her South African Olympic sprint star boyfriend Oscar Pistorius. AFP file photo
Police were called to Pistorius's upscale Pretoria home at around 4:00am by neighbours who heard gunshots. He is the only suspect in the case.
The sprinter became an international celebrity during last year's London Olympics, inspiring millions as the first double-amputee to give able bodied competitors a run for their money.
Pistorius shot her through bathroom door four times
Now his apparent fall from grace has equally captured the attention of millions around the world.
He was publicly adored in his native place in South Africa, although questions had been raised about his colourful private life that was replete with glamorous girlfriends, guns and fast cars.
"Obviously we are shocked," his father Henke Pistorius told AFP. "He is with the police and the matter is in the hands of the authorities."
Steenkamp, once an FHM cover girl, was described as "the kindest, sweetest human being; an angel on earth," by Sarit Tomlins of her management agency.
Born in Cape Town, she grew up in Port Elizabeth where she graduated with a degree in law from Nelson Mandela Metropolitan University.
Police have revealed there had been previous allegations of domestic disputes at Pistorius's home.
"There were always rumours attracted to Oscar Pistorius, but most of them I just put down to him being a celebrity," said Kyle Wood, a 25-year-old fellow resident of the gated community.
In 2009 Pistorius spent a night in jail after allegedly assaulting a 19-year-old woman at a party.
He has often spoken publicly about his fondness for guns.
Last year he told a newspaper he sleeps with a pistol, machine gun, cricket bat and baseball bat for fear of burglars.
There are an estimated 1.5 million gun owners in South Africa, where crime remains a major problem.
Many residents keep weapons at home and equip their houses with electric fences and panic buttons that summon heavily armed guards within minutes.
In November, Pistorius tweeted about arriving home and hearing the washing machine on "and thinking it's an intruder to go into full combat recon mode into the pantry! waa."
Pistorius was also known as an adrenaline junkie, with a love of speed reflected in a passion for motorbikes. Four years ago he crashed his boat in a river south of Johannesburg, breaking two ribs, an eye socket and his jaw.
Empty alcohol bottles were found in the boat, but his blood alcohol content was not tested.
Until now his problems off the track had been eclipsed by his success on it.
The Johannesburg-born athlete won gold in the 4x100m relay and the 400m individual at the Paralympic Games in London. He was triple gold medallist in the Beijing games in 2008.
He was named by Time Magazine last year as one of the world's 100 most influential people.
He had both legs amputated below the knee when he was 11-months-old after being born without lower leg bones. But he played sports unhindered while growing up, switching to running after fracturing a knee playing rugby.
Today sponsors are racing to distance themselves from the sprinter.
A South African pay television channel has canned a campaign featuring the runner.
There was no immediate comment from global sports giant Nike on its sponsorship of Pistorius, whom it featured in an advert showing the runner setting off from the starting blocks with the line "I am the bullet in the chamber".