The Paralympic gold medallist was freed on parole less than a year into a five-year sentence for the "culpable homicide" of his girlfriend Reeva Steenkamp, who he killed on Valentine's Day in 2013.
State prosecutors have appealed the High Court's decision to sentence Pistorius for a lesser offence, calling on the Supreme Court to convict him of murder and send him back to jail.
Murder has a minimum 15-year sentence.
A video on a local news site, News24, showed Pistorius - in his first public appearance since his release - arriving at the Garsfontein police station in Pretoria and walking past reporters and photographers who were waiting outside the station.
He didn't respond to a question from one of the reporters asking how he was doing.
Pistorius, dubbed "Blade Runner" because of the carbon fibre prosthetic blades he uses to compete, was freed from prison in line with sentencing guidelines that say non-dangerous prisoners should spend only a sixth of a custodial sentence behind bars.
(Writing by Olivia Kumwenda-Mtambo; Editing by Digby Lidstone)
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