Oscar Pistorius has been treated for injuries at a private hospital, South African prison officials say.
Singabakho Nxumalo, a spokesman for the correctional services department, said the Olympian had told officials he suffered injuries after falling out of bed.
One local report said Pistorius had injuries to his wrists.
However, a spokesman at the Department of Correctional Services later said Pistorius "denied speculations of a suicide attempt".
Mr Nxumalo did not provide any detail on the injuries, citing medical privacy concerns.
He said the former track star was taken back to his Pretoria prison cell on Saturday, where he is serving a six-year sentence for killing his girlfriend Reeva Steenkamp.
An investigation is under way, he added.
Pistorius' brother posted on Twitter to say he was in good spirits and is "doing well given the circumstances".
He called reports the athlete had tried to injure himself "completely untrue and sensational".
Last month, South African prosecutors said they would appeal Pistorius' six-year jail sentence, saying it was too lenient.
Pistorius shot Ms Steenkamp four times through a locked bathroom door in his home on Valentine's Day, 2013. He has always maintained he believed she was an intruder.
Graphic crime scene photographs of Ms Steenkamp's body were made public at the request of her father.
Barry Steenkamp broke down in the witness box as he told the court how he and his wife have struggled to cope since his daughter’s murder.
While speaking of the emotional impact of his daughter’s death, he said he wanted “the world to see” the photos as a warning to anyone thinking of using firearms.
Following the sentencing, Judge Thokozile Masipa was branded an "embarrassment to the justice system" by a women's rights group for handing down a six-year sentence for murder.
Members of the Women's League of the ruling African National Congress (ANCWL) said the sentence handed down by Judge Masipa was insufficient.
Additional reporting by AP
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