The Paralympic athlete, who denies the charge, was told he will go on trial in March.
Before the hearing, Pistorius was reportedly ‘very emotional’ and could be seen praying and holding hands with his brother Carl, and sister Aimee.
When asked by the judge if he was well, the 26 year-old replied: ‘Under the circumstances, your honour.’
The famous Paralympic sprint champion – known as ‘The Blade Runner’ is accused of the premeditated murder of his Ms Steenkamp in a shooting incident at Pistorius' home on Valentine’s night.
Pistorius denies the accusations and says he shot his girlfriend by mistake, thinking she was an intruder.
A six-month investigation into the shooting by the South African finished last week and the case will now be transferred to the high court.
A trial date has been set for 3 March 2014 and more than 100 witnesses could be called to give evidence.
A judge will preside over the trial and finally pronounce the athlete innocent or guilty. South Africa does not have trial by jury. Pistorius faces a life sentence with a minimum of 25 years in prison if convicted.
Meanwhile, Ms Steenkamp's parents have said they are still searching for answers.
During a TV interview in June, Ms Steenkamp's mother June said that 'there is only one person who knows what happened' on the night her daughter was killed.