Chief Magistrate Desmond Nasir had to step in and tell the 26-year-old double amputee to "take it easy."
Reeva Steenkamp, 29, was shot to death at Pistorius' home in a gated community in an eastern suburb of South Africa's capital, Pretoria. Police earlier said Steenkamp is 30, but the discrepancy has not been explained. A 9-mm pistol was recovered from the home.
In Pretoria Magistrate's Court on Friday, throngs of journalists besieged the brick-walled courtroom. Nasir first dismissed requests to air the hearing live and ordered that no photographs be taken while court was in session.
Pistorius entered no plea at the hearing, and his family left quickly afterward. In a statement, Pistorius' family and London-based management disputed the murder charge in a statement, but did not elaborate.
The statement also said Pistorius wanted to "send his deepest sympathies to the family of Reeva."
"He would also like to express his thanks through us today for all the messages of support he has received - but as stated our thoughts and prayers today should be for Reeva and her family - regardless of the circumstances of this terrible, terrible tragedy," the statement read.
At the defense's request, the chief magistrate delayed Pistorius' bail hearing until Tuesday. Pistorius will be held in a police holding cell rather than being transferred to prison.
Police said investigators conducted an autopsy on Steenkamp's body, but results of the autopsy would not be published.
The Associated Press contributed to this report.