The Paralympic champion is on trial for allegedly murdering the South African model, whom he shot dead through a bathroom door at his home in Pretoria on Valentine's Day last year.
The double amputee faced further cross-examination on Friday at the High Court by Nel, who questioned why the athlete had not woken his girlfriend when he allegedly heard the noise of a bathroom window slamming into the frame.
Pistorius told the court that he didn't ask Steenkamp whether she had heard the noise because he was certain of what he heard, but claims that he whispered for her to get down and call the police once he believed that a burglar had entered his home.
During the questioning, the judge reprimanded Nel for his approach, and later allowed a short break in proceedings after Pistorius broke down in tears in the witness stand.
Before the court resumed, Pistorius said: "This is the night I lost the person that I cared about. I don't know why people don't understand that."
Pistorius denies murder by maintaining that he mistook Steenkamp for an intruder when he fired four gunshots through the door.