Samantha Taylor also testified Friday that Pistorius carried a gun with him "all the time" when they were dating, and on one occasion he fired it out of a car's sunroof soon after a policeman stopped the car they were in for speeding.
The court adjourned briefly after Taylor broke down in tears.
Defense lawyer Barry Roux said he would produce emails between Taylor and Pistorius to show the cheating allegation was untrue.
Pistorius says he killed Steenkamp in his home by mistake, thinking she was an intruder. Prosecutors say he intentionally killed her after an argument.
Take ABC13 with you!
Download our free apps for iPhone, iPad, and Android devices