"You see Mr Pistorius, it's getting more and more improbable," prosecutor Gerrie Nel told the Paralympian in the North Gauteng High Court in Pretoria.
"You're building a version that is so improbable that no one would ever believe you."
He said Pistorius left the gun in the bathroom after he shot Steenkamp.
Nel accused Pistorius of tailoring his evidence as the trial continued.
Pistorius has been charged with murdering Steenkamp when he shot her through a locked toilet door of his Pretoria home on 14 February last year.
He says he mistook Steenkamp for an intruder.
Pistorius has pleaded not guilty and in his plea statement denied he had argued with her shortly before the shooting.
On Monday, Nel questioned Pistorius on what happened after he shot and what he did with his gun.
Pistorius said, gun in hand, he ran to the bedroom checked behind the curtains while looking for Steenkamp. He said he only put it down when he tried to break open the door.
He said he was running with a cocked gun.
Nel said in the State's version Pistorius fired at Steenkamp and put the gun on the floor.
"Your version is so improbable. You wouldn't have run up and down with a gun in your hand," Nel said.
Pistorius said: "I wasn't thinking about the firearm."
As Pistorius got emotional, Nel said: "Mr Pistorius, you're not using your emotional state to escape, are you?"
Pistorius is also charged with three contraventions of the Firearms Control Act, one of illegal possession of ammunition and two of discharging a firearm in public.
He allegedly fired a shot from a Glock pistol under a table at a Johannesburg restaurant in January 2013.
On 30 September 2012 he allegedly shot through the open sunroof of a car with his 9mm pistol while driving with friends in Modderfontein.
He has also denied guilt on these three charges.