Col. Schoombie Van Rensburg also told the Pretoria court he searched his own officers when an expensive watch belonging to the double-amputee sprinter disappeared, ABC News reported.
Prosecutors contend Pistorius deliberately shot and killed his girlfriend, model Reeva Steenkamp, Feb. 14, 2013. He maintains he thought he was firing at an intruder when he shot through a closed bathroom door.
Van Rensburg said he was the first law enforcement official to arrive at Pistorius' house to investigate. He said he was collecting evidence in the bathroom when he heard a gun being cocked. When he turned around to look he saw an officer handling Pistorius' weapon without gloves, ABC News said.
"So I asked him what are you doing? He looked and saw he was not wearing gloves and said 'Sorry,' before putting the magazine back and taking his gloves out from his pocket," Van Rensburg said.
Van Rensburg also testified that one of Pistorius' eight expensive wrist watches disappeared from a box where they were kept in his bedroom.
He said Pistorius' sister asked permission to get some clothes from the bedroom and took one of the watches. When everyone was ready to leave, an officer told Van Rensburg another watch was missing.
"We body searched everyone," Van Rensburg said. "We searched the bags, we searched the whole house. We even searched the vehicles of all the forensic experts. We could not find it."
Van Rensburg opened a theft case that is still under investigation.
Van Rensburg also testified it became apparent from the preliminary investigation, police had a prima facie case against Pistorius, Britain's the Telegraph reported.
"I asked the accused if they were alone in the house. He responded saying that yes they were," he said. "I told him that in light of what I saw, referring to the crime scene, that I was taking him as a suspect at that stage. I warned him according to his rights. I said I wasn't arresting him at that stage. I asked him to remain at the scene."
Pistorius' defense lawyer, Barry Roux, citing other police official's statements, questioned whether Van Rensburg was in fact the first officer on the scene. He also accused the former police commander of shaping his evidence so that former investigating officer, Hilton Botha, wouldn't be called to the stand.
Botha resigned last year after reports surfaced he had been charged with murder. However, it also was reported that Botha wasn't wearing the required foot covers and could have contaminated the crime scene, ABC News said.
The trial adjourned until Monday.