The gold-medal winner, known as the Blade Runner for his prosthetic legs, told a bail hearing the couple were "deeply in love" and he had no doubt the evidence would prove he was telling the truth.
But prosecutors accused him of premeditated murder, claiming he intentionally killed Reeva Steenkamp, 29, in his Pretoria home by firing four bullets through a closed toilet door, hitting her three times.
The bail hearing came as Miss Steenkamp's funeral was held in her home town of Port Elizabeth. Pistorius' lawyer read out a statement in court which gave his client's version of the events that led to her death in the early hours of Thursday morning.
The 26-year-old, who broke down in tears on several occasions, said the pair were in bed together when he woke up and went onto a balcony to bring a fan inside. On his return to the bedroom he said he heard a noise and thought an intruder had broken in through his bathroom window.
Pistorius claimed he was too scared to switch a light on, so he grabbed his 9mm pistol - which he kept under his bed after receiving death threats - and walked towards the bathroom, which contains a toilet with a separate door.
"On my way to the bathroom I screamed words to the effect for him/them to get out of my house and for Reeva to phone the police. It was pitch dark in the bedroom and I thought Reeva was in bed," he said.
"I believed that when the intruder/s came out of the toilet we would be in grave danger. I felt trapped as my bedroom door was locked and I have limited mobility on my stumps. I fired shots at the toilet door and shouted to Reeva to phone the police. She did not respond and I moved backwards out of the bathroom, keeping my eyes on the bathroom entrance. Everything was pitch dark in the bedroom and I was still too scared to switch on a light. Reeva was not responding.
"When I reached the bed, I realised that Reeva was not in bed. That is when it dawned on me that it could have been Reeva who was in the toilet. I returned to the bathroom calling her name. I tried to open the toilet door but it was locked. I rushed back into the bedroom and opened the sliding door exiting onto the balcony and screamed for help."
According to Pistorius he then smashed his way into the toilet using a cricket bat, finding her "slumped over but alive". He then phoned for an ambulance and carried her downstairs, but she died in his arms. The defendant said he was "absolutely mortified" by what had happened, but insisted the evidence would prove his innocence.