The 26-year-old South African sports hero has been charged following the discovery of Reeva Steenkamp's body at his mansion in the gated Silver Woods development in Pretoria.
A 9mm pistol was also found at the scene. DNA and other tests delayed his scheduled first court appearance yesterday.
Pistorius is being held at Boschkop police station, where he was seen briefly wearing a hooded tracksuit.
There has been speculation that Ms Steenkamp was taking part in a Valentine's Day surprise that went wrong.
It is claimed Pistorius told police he mistook his girlfriend of three months for an intruder.
It has also emerged that police have been called to the Pistorius home over previous incidents of a domestic nature.
Police brigadier Denise Beukes would not elaborate on what the incidents entailed.
The killing, which has shocked the athletics world, came three months after the athlete was in Glasgow to receive an honorary degree from Strathclyde University. He was given the honour for outstanding sporting success.
While he there visited the university's National Centre for Prosthetics and Orthotics.
The runner spoke to staff and patients at the centre, including 11-year-old Adam Donnachie, from Hamilton, South Lanarkshire, who was born with both his lower legs missing.
News of the degree, together with a photograph of him with his scroll, remained on the runner's website which made no reference to his arrest. However, an advert that featured the line "I am the bullet in the chamber" had been removed.
Pistorius has a string of sponsorship deals – mainly with Nike, Oakley, BT and French designer Thierry Mugler – worth in the region of $2 million a year.
A Strathclyde University spokesman said: "We are aware of the tragic event at Oscar Pistorius's home. Due to the ongoing police investigation, it would be inappropriate to comment further."
Tributes were paid to Ms Steenkamp, who had modelled for the cover of magazine FHM, was a law graduate and was about to star in a TV series.
Hagen Engler, a former editor of the South African edition of FHM magazine, who had known Steenkamp since she was 15, said: "She was an amazing girl, a really intelligent person.
"She was talented and was starting to succeed and get a bit of a following.
"The girl was really going places. It's a real tragedy that such a bright girl has gone."
Her agent, Sarita Tomlinson, said: "We are all devastated. Her family is in shock."
Pistorius's lawyer Kenny Oldwage said: "He is doing well but is very emotional."
The athlete's father, Henke, refused to discuss the matter.
Pistorius is known as the "blade runner" because of the carbon fibre prosthetic blades he races in. He was born without a fibula in both legs and had his legs amputated below the knee before his first birthday.
In London 2012, he reached the 400-metre semi-finals using the specially developed blades.
But in the London Paralympics, he suffered his first loss over 200 metres in nine years.