"I was really trying to stop the bleeding, I was really trying to help Reeva breathe," said Pistorius, still struggling to retain his composure on a third day of testimony.
"I was trying to hold Reeva's head with my hand to put pressure on it," he said, outlining the brutal and ultimately fatal results of gunshots to the hip, arm, hand and head.
"Reeva had already died while I was holding her," he said. "There was nothing more I could do for her."
Pistorius claims he mistook Steenkamp for an intruder, but has been charged with her murder on Valentine's Day last year.
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"Before I knew it, I'd fired four shots at the door," he said, describing his actions after he thought an intruder had made a noise in the bathroom in the dead of night.
Pistorius has been called as a witness in his own defence.
It is possible prosecutor Gerrie Nel will start cross-examination later in the day, in what would likely be a tough experience for the 27-year-old.
Pistorius faces a life sentence if found guilty of murdering 29-year-old Steenkamp.
The Olympian's initial evidence focused on countering the prosecution's portrayal of him as reckless and obsessed with fast cars and guns.