Earlier, Samantha Taylor broke down while talking breaking up with him.
She said Mr Pistorius had twice been unfaithful, with the relationship finally ending when he "cheated" on her with Reeva Steenkamp.
He denies both intentionally killing Ms Steenkamp and the alleged shooting incident.
The defence also pointed to emails it said proved the relationship with Ms Taylor was already over by the time Mr Pistorius began seeing Ms Steenkamp.
Ms Taylor insisted the relationship was not "officially" over when he started dating Ms Steenkamp.
She also said the alleged shooting incident happened when he became angry after a police officer stopped him for speeding, saw the gun on the car seat and told him it could not be left there.
She accepted that he laughed around the time he actually fired the gun.
Ms Taylor testified that Mr Pistorius kept his gun "on him all the time," and described him as a man who could get very angry.
The court was adjourned twice while Ms Taylor broke down in the witness box.
The BBC's Nomsa Maseko says Ms Taylor's evidence about the alleged shooting incident is crucial to the prosecution's case over the murder charge, as it paints Mr Pistorius as an angry, reckless gun owner.
If found guilty, the 27-year-old double-amputee, dubbed the "blade runner", could face life imprisonment.
Neighbours' testimony
Friday's trial began with more testimony from neighbour Johan Stipp, who on Thursday told the court he found Mr Pistorius praying over Ms Steenkamp's body as she lay dying.
Questions again focussed on his and other witness account of the timing of screams and gunshots.
The prosecutor stressed these do not fit Mr Pistorius' version of events, while the defence tried to draw out inconsistencies in witnesses testimony.
During Dr Stipp's testimony, Mr Pistorius cried and seemed to retch.
The state is seeking to convince the court that Mr Pistorius and Ms Steenkamp, a model, reality TV star and law graduate, had an argument before the athlete fired the shots that killed his girlfriend.
There are no juries at trials in South Africa, and his fate will ultimately be decided by Judge Thokozile Masipa.
Much of the case will depend on ballistic evidence from the scene of the shooting, correspondents say.
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