Oscar Pistorius was treated in hospital for wrist injuries on Saturday, a prison service spokesman said, adding the jailed South African track star had denied trying to kill himself.
The multiple gold medal-winning Paralympian, serving six years for murdering his girlfriend on Valentine's Day 2013, was returned to his Pretoria cell after the incident, which coincided with the first day of competition in the Rio Olympic Games.
"Oscar Pistorius denied speculations of a suicide attempt," Department of Correctional Services spokesman Manelisi Wolela said on Sunday, describing the athlete's injuries as minor.
Pistorius reached the pinnacle of his fame in 2012 when he became the first double amputee to run in the Olympics, making the 400 metres semi-finals in London before taking two golds in the Paralympics.
He had his sentence increased from five to six years in July, a term that South African prosecutors - who had sought 15 years - called "shockingly lenient" and said they would appeal against.
Newspaper City Press said earlier on Sunday that Pistorius, known as Blade Runner for the carbon-fibre prosthetics he wore when racing, was rushed to Pretoria's Kalafong Hospital around midday on Saturday.
It quoted a security guard as saying: "He had bad cuts on his wrists and the doctors kept wrapping bandages around them."
An inmate situated close to a separate hospital annexe within the prison told the paper Pistorius had injured himself intentionally, and it quoted two warders as saying razor blades were found in his cell.
Asked to comment, Pistorius family spokeswoman Anneliese Burgess said there would be no statement at this stage.
The runner, who had the lower part of his legs amputated when he was a baby, was freed from prison last October after almost a year behind bars.
He was to serve the remainder of the original five-year term under house arrest at his uncle's house in a wealthy suburb of the South African capital.
But his initial manslaughter conviction was changed to murder by the Supreme Court of Appeal in December, and his term then increased to six years last month.
Before his sentencing on July 6, Pistorius told British broadcaster ITV that his girlfriend, Reeva Steenkamp, would have wanted him to go free and dedicate his life to charity, not waste it behind bars.