The gold-medal winner, known as the Blade Runner, is accused of murdering Reeva Steenkamp at his home in Pretoria, South Africa last Thursday.
Pistorius's lawyer read out a statement in court yesterday that gave his version of the events that led to Ms Steenkamp's death.
The 26-year-old denied murder and said the couple were deeply in love.
In the statement at a bail hearing, the defendant said he felt vulnerable because he was not wearing his prosthetic legs. He claimed he fired his gun into the bathroom, but then realised Ms Steenkamp was not in his bed.
"It filled me with horror and fear," Pistorius said.
Upon realising his mistake, he put on his legs, walked towards the bathroom and broke down the locked door with a cricket bat.
He said he ran downstairs carrying his 29-year-old girlfriend, but she died in his arms.
Pistorius added: "I fail to understand how I could be charged with murder, let alone premeditated murder, as I did not plan to murder my girlfriend, Reeva Steenkamp."
The couple went to sleep shortly after 10pm, Pistorius said, but in the middle of the night he woke up and thought an intruder had climbed in through his bathroom window.
He said he grabbed a 9mm pistol – which he kept under his bed after receiving death threats – and made his way in the darkness towards the bathroom door.
"As I didn't have my prosthetic legs on I was vulnerable," he said. "I fired a shot at the toilet door and shouted to Reeva to call the police."
The defendant described how he was "absolutely mortified at the death of my beloved Reeva".
Pistorius began shaking and crying as his statement was read out, and at one point he was urged by Magistrate Desmond Nair to focus on the case.
The bail hearing in Pretoria came as Ms Steenkamp's funeral was held in her home town of Port Elizabeth.
Prosecutor Gerrie Nel told the court the victim arrived at the house between 5pm and 6pm on Wednesday, and went to the bathroom after an argument between the pair.
He said that at 3am Pistorius got up from his bed, walked seven yards to the bathroom door and fired four shots through the closed door, hitting Ms Steenkamp three times.
Pistorius's lawyer, Barry Roux, said Ms Steenkamp was not murdered, and there were a number of cases where men shot members of their own family through doors after mistaking them for burglars.
He also suggested Pistorius broke down the bathroom door after the shooting to help Ms Steenkamp.
Ms Steenkamp was cremated yesterday at a memorial service attended by family and friends who had travelled from around the world. Six pallbearers carried her coffin, draped with a white cloth and covered in white flowers.
Her brother, Adam Steenkamp, said after the service: "Everyone is sad, understandably, but at certain points we were smiling whilst remembering Reeva, because we only have good memories of her.
"There's a space missing inside all the people that she knew that cannot be filled again.
"We're going to keep all the positive things that we remember and know about my sister and we will try and continue with the things that she tried to make better. We'll miss her."
The bail hearing was adjourned until today.