Pieter Baba, who works as a security guard at the Silverwoods Country Estate in Pretoria, testified that when he phoned the athlete to investigate the shots, Pistorius told him "security, everything is fine."
But Baba noticed the Paralympian was crying. "Not everything was in order as Mr Pistorius was telling me," he said, "I then tried to speak to Mr Pistorius so that he can calm down."
The security guard said the phone connection was lost, then he received another incoherent call from the sprinter.
Pistorius, 27, has denied intentionally killing Steenkamp and has pleaded not guilty to three other charges, including one of firing a gun through a moving car's sunroof and to illegal possession of ammunition.
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Baba, wearing a collared red shirt and speaking through a translator, recounted that he entered Pistorius's house to see the runner carrying mortally injured Steenkamp down the stairs.
"My lady I was so shocked," said Baba, "I couldn't even think for a few minutes."
Defence lawyer Barry Roux questioned Baba if he heard the athlete correctly. "Did Mr Pistorius say 'everything is ok' or 'is he ok'?" asked Roux.
Roux indicated that Pistorius would take the stand to give his account of events.
Earlier, the court heard emotional evidence from an ex-girlfriend of Pistorius, who testified that the Paralympian often carried a gun with him and once fired at a traffic light after a confrontation with police.