Pistorius stands accused of murdering his girlfriend Reeva Steenkamp on Valentine's Day, in a case that rocked the nation.
The 26-year-old South African, who has won six gold medals at the Paralympics, claims he shot her through a bathroom door thinking she was an intruder.
Speaking in the upcoming BBC3 documentary "Oscar Pistorius: What Really Happened?", close friend Mike Azzie said the star was "a broken man" since the incident, and his state of mind has worsened since he was tasked with selling his racehorses to raise money to pay for his spiralling legal fees.
Azzie also said Pistorius, who is out on bail, regularly talks about Steenkamp as he awaits his next court appearance on June 4.
"He just always seems to mention Reeva and to ask us to pray for her and her family," Azzie said.
"But most of all, you've got to understand that we are there for him and we will always be his friend.
"He has no confidence in his tone of voice and he is just a man that is almost like someone that is walking around in circles and doesn't know where he is going.
"I would say that, just speaking to him, that he is a broken man and that I would go as far to say that he would be on the verge of suicide. It really worries me."
According to the documentary makers, Mentorn Media, police in Johannesburg said they have requested all records of phone calls and messages exchanged between Pistorius and Steenkamp on the day she was killed.
Officers added they were also sifting through a "massive" number of texts on Steenkamp's phone, producers said.
There are no plans for police to enter into a plea bargain with Pistorius's legal team for a lesser charge, the show's makers claimed.
The documentary, which airs Monday, also shows Steenkamp's close friend Gina Myers taking the cameras into her bedroom as she recalls the last time they were together.
She said: "I was doing my hair and she was getting ready for a meeting and I was getting ready to go to work.
"And when she left she told me I was going to be awesome and that she loved me and then I ran out and then I gave her a hug and she left."