Taylor, who started dating Pistorius in 2011 after meeting him the previous year, described another incident in which she and Pistorius were followed by a car as he drove home.
"When we arrived at his estate, he jumped out of the car with his gun and held it to someone's window and then they drove away," Taylor said.
The court adjourned briefly after Taylor broke down in tears while describing how Pistorius cheated on her with another woman, before he began his relationship with Steenkamp. It adjourned again when she wept while describing problems in her relationship with Pistorius, the first amputee to run in the Olympics.
Earlier, Taylor said: "He cheated on me with Reeva Steenkamp."
Defense lawyer Barry Roux said he would produce emails between Taylor and Pistorius to show that was untrue, and he also sought to highlight apparent gaps in Taylor's memory of the shooting incident on a road in September 2012.
Darren Fresco, a friend of Pistorius, was driving the car that was stopped by police who then asked the two men to get out of the car, said Taylor, who was in the car at the time. The police officer then saw Pistorius' gun on the seat of the car, she said.