Set in the picturesque venue of the Munro Boutique hotel in Houghton, Johannesburg, the Mzansi’s Sex.
Red and white police tape was used to mark the line which photographers and cameramen could not cross.
He was arrested on Thursday after Steenkamp was shot dead in his home, in Silver Woods Country Estate in Pretoria, on Valentine's Day.
Officials had rescheduled cases which had already been set down. Pistorius' sister Aimee and his father Henke were in the packed court.
Socialite and businessman Kenny Kunene was among them. Court officials asked "non-essential" people to leave, but nobody budged.
A media list was held at the door to control access for the queue of journalists.
After spending a night in jail, Pistorius arrived at court shortly before 9am with a jacket over his head and a policeman covering his face with a book as media surged towards him.
Wearing a black suit with a white shirt, the man usually associated with sporting events or endorsements of high-end products entered the building.
The court session had been expected to start at 10am. He was expected to apply for bail. The State said on Thursday it would oppose this.
Pistorius spent most of Thursday being questioned by police about the Valentine's Day shooting of Steenkamp, a model and law graduate, and undergoing routine medical tests.
At first it was reported there had been an accidental shooting, he having mistaken Steenkamp, his girlfriend, for a robber at his home in the early hours of Thursday morning.
Police later distanced themselves from that information.
Crowds gathered outside the court, with street vendors racing in with stock such as a trolley load of mielies, to take advantage of the extra business.
Pistorius shot to fame in 2008 when he won a case at the Court of Arbitration for Sport, which cleared him to run against able-bodied athletes.
Dubbed "Blade Runner" because of the futuristic carbon-fibre legs he used to compete in races, he made history when he became the first amputee to win a silver medal at the World Athletics Championships in 2011.
He also became the first amputee to compete on the track at the able-bodied Olympic Games in August 2012, reaching the semifinals in the individual 400m event, and competing in the relay final, with South Africa given a free pass after they were obstructed by the Kenyan team in the heats.
At the Paralympic Games in London in September 2012 he accused Alan Oliveira of having an unfair advantage with longer running blades, when the Brazilian athlete beat him into second place in the T44 200m. Pistorius later apologised to Oliveira.
In a previous brush with the law in 2009, Pretoria Police said they had decided to not go ahead with an assault charge against him. A woman had been asked to leave his house after kicking the doors, and a door had closed on her leg. He spent a night in jail in connection with this, but police decided they did not have enough evidence to go ahead with the case.
Also in 2009 police were probing a case of reckless driving against him following a boating accident on the Vaal River. The National Prosecuting Authority decided there was not enough evidence.
Source : Sapa