"Absolutely not," said spokeswoman Janine Hills. "He is currently in mourning and his focus is not on his sports."
The double-amputee Paralympian discussed bail terms with his probation officer and a correctional official at the Pretoria Magistrates Court in the capital. The guidelines will determine his daily routine until his next court appearance on June 4.
"It's his wish to continue to practise," James Smalberger, chief deputy commissioner of the department of correctional services, said.
Mr Smalberger said the issue came up because authorities need to know his movements whenever he leaves home.
Pistorius' long-time coach, Ampie Louw, declined to comment on any training plans.
Mr Louw had said when the runner was in detention that he wanted to put him back into training in the event that he was granted bail. But he had also said Pistorius could be "heartbroken" and unwilling to immediately run again.
Pistorius, who was released on bail on Friday, is staying at the house of his uncle, Arnold, in the affluent suburb of Waterkloof in Pretoria. He faces life imprisonment if convicted.
Pistorius is charged with premeditated murder in the killing of Ms Steenkamp, in the early hours of Valentine's Day. Prosecutors say the pair had an argument before Ms Steenkamp was killed; Pistorius says he mistook her for an intruder and shot her accidentally.
Mr Smalberger said officials will visit Pistorius at his uncle's home at least four times a month, and that the runner indicated an interest in training.
"We want a training programme from his coach so that we have backup for his movements," Mr Smalberger said.