The images published on Friday on the British channel's website show a bathroom, with blood on the toilet seat and a door with two marked bullet holes.
There was also a pool of blood on the floor next to the toilet seat. The two bullet holes are located just below the door handle.
The 26-year old athlete told the court in February that he had shot his lover, Reeva Steenkamp through a locked bathroom door, using a gun he kept under his bed, having mistaken her for an intruder.
The position of the bullet holes appears to back Pistorius' claim that he fired the shots while standing on his leg stumps.
He said he used a cricket bat to force open the door after realising his mistake. He then carried the 29-year-old model downstairs to try and resuscitate her.
Police say Steenkamp was shot three times, with wounds to her head, elbow and hip.
The cable news network did not reveal the source of the images.
The shooting happened in the early hours of Valentine's Day inside the athlete's home in an exclusive high security housing complex, outside the capital Pretoria.
During the bail hearing, the lead investigator was forced to admit multiple police errors in the case, undermining earlier explosive claims that witnesses heard arguing, and a woman screaming before gunfire.
The detective admitted that protective shoe covers were not used on the crime scene and that a bullet had been overlooked, later to be discovered by the defence's forensic team. It then emerged that the lead detective was himself facing charges of attempted murder for shooting at a mini bus in 2011.
Sky also claims to be in possession of an image showing a wrapped up Valentine's Day gift which the model was going to give Pistorius.
The couple had been dating for a few months before the fatal incident.
Pistorius is facing a charge of premeditated murder and is currently out on bail.
His arrest shocked the world and gripped South Africa, where he was a national hero for being the first double amputee to compete in the Olympics last year.
On Tuesday Pistorius will return to court for his trial. If found guilty, he faces a life sentence.