The 27-year-old track star, who faces life in prison if convicted of murdering his girlfriend, Reeva Steenkamp, on Valentine's Day last year, sped past a scrum of waiting television cameras in a car with tinted windows.
Pistorius has denied murdering Steenkamp, saying he shot four times through a bathroom door in his luxury Pretoria home to protect himself from what he thought was an intruder lurking behind it.
However, a defense forensic psychologist testified that Pistorius also had an anxiety disorder, leading judge Thokozile Masipa to send him for a mental evaluation to determine whether or not the condition affected his criminal responsibility.
The trial, which started in early March, has drawn huge domestic and international attention.
Before the shooting Pistorius, whose lower legs were amputated as a baby, was one of the biggest names in world athletics.
He won a variety of Paralympic medals, running on carbon-fiber prosthetic "blades," and reached the semi-finals of the 400 meters at the London Olympics in 2012.