Pistorius claims the pair had spent the evening in their bedroom, him watching TV, her doing yoga.
During the night he went out on to the balcony to get a fan when he heard a noise in the bathroom and ‘felt a sense of terror’ come over him.
His statement said that he believed Steenkamp was in bed and that he shouted to her to phone the police.
He then grabbed a 9mm pistol he kept under his bed before moving to the toilet without the use of his prosthetics ‘feeling vulnerable’ because he didn’t have his legs on.
He then fired four shots through the bathroom door, before moving back into the bedroom and realising that Steenkamp was not in bed at which point he went out on to the balcony and screamed for help.
Pistorius claims that it was at this point he put his legs on and broke down the toilet door with a cricket bat.
Pistorius says Steenkamp was still alive, he picked her up and carried her downstairs.
He called the housing estate’s security and paramedics then tried to revive her but she died in his arms.
His affidavit claimed that Pistorius had previously been a victim of crime, had received death threats and was ‘trying desperately to protect Steenkamp’.
Following the defence’s evidence in support of bail the prosecution have asked for an adjournment to consult with the investigating officer.
The paralympic athlete was seen to be emotional throughout the hearing, necessitating several interruptions in proceedings for him to calm down.
Pistorius will be held at Brooklyn police station.