The 27-year-old is accused of murdering the South African model, whom he shot dead through a bathroom door at his home in Pretoria on Valentine's Day last year.
During proceedings, Pistorius told the court that he yelled "get the fuck out of my house!" to whom he believed was an intruder as he walked towards the bathroom.
The athlete began sobbing in court after making the statement, which prompted the judge to adjourn proceedings in order to allow Pistorius to regain composure.
Prosecutor Gerrie Nel continued his cross-examination, in which he accused the double amputee of "adapting" his version of events.
Pistorius denies murder by maintaining that he mistook Steenkamp for an intruder when he fired the gunshots.