PRETORIA (AFP) - Oscar Pistorius told security at his estate that "everything is fine" shortly after shots were reported from his home on the night his girlfriend Reeva Steenkamp was killed.

"Mr Pistorius said to me 'security, everything is fine'," security guard Pieter Baba testified about what the athlete told him on the phone.

"That's when I realised that Mr Pistorius was crying," he added.

Pistorius called Baba back.

"He just started crying over the phone. That's when the line went off again."

The guard, who spoke to Pistorius by cellphone after driving to his house, then described seeing the athlete coming down the stairs with Ms Steenkamp in his arms.

"I saw Mr Pistorius coming down with Reeva. My lady I was so shocked that I couldn't even think for a few moments," he said.

"I got such a fright seeing Oscar carrying Reeva down, after he had told me everything was fine."