Paralympian Oscar Pistorius was escorted to a holding cell at the Boschkop police station east of Pretoria on Thursday evening.
He was still wearing the grey, hooded tracksuit top he had on when he was taken from his house by the police.
His lawyer Kenny Oldwage told reporters at the police station that Pistorius would appear in the Pretoria Magistrate's Court on Friday.
"We will proceed with the bail application."
Asked how Pistorius was doing, Oldwage said: "He is emotional, but he is keeping up."
He confirmed that his client had been charged with murder.
Pistorius' girlfriend, model Reeva Steenkamp, was shot dead in his Silverwood Estate house in the early hours on Thursday.
A police bakkie was still parked outside the house at 5pm, according to a man leaving the estate.
"There is only one police bakkie next to the house, but it is quiet outside the house. It seems police are inside," said Johannes Tsamago, who works a street away.
Tsamago said that when he arrived for work in the morning, he was shocked to see police cars parked outside the paralympian's house.
"I was shocked when a security guard told me that he had shot someone. For a person of his calibre to do that it is unacceptable. He is a role model to South African athletes," said Tsamago.
Earlier, Brigadier Denise Beukes said forensic detectives were busy collecting evidence at the house. She confirmed that there was no sign of forced entry.
The presence of journalists outside the estate drew the attention of passing motorists, who took pictures with their cellphones as they passed by.
"What is going on?" shouted one man, who rolled down the window of his car as he passed by the golfing estate.