(CNN) -- A woman was found shot and killed in the Pretoria home belonging to South African Olympian Oscar Pistorius, nicknamed the "Blade Runner," South African police said Thursday. Brig. Denice Beukes said officers have arrested a 26-year-old man in connection with the shooting and that he will appear in Pretoria magistrate court sometime Thursday. Pistorius, who is 26, was cooperating with police.