The message was sent after Oscar Pistorius and Reeva Steenkamp had a row when he accused her of flirting with another man – weeks before he shot her dead.
A police captain has been testifying about the couple’s mobile phones.
Oscar Pistorius denies deliberately killing his girlfriend of three months, saying he thought she was an intruder.
The trial has now entered is fourth week, with the prosecution expected to wrap up its case before Friday.
Capt Francois Moller said he had been able to extract some 35,000 pages’ worth of messages from Reeva Steenkamp’s phone.
He told the court on Monday that 90% of the messages between the couple were loving, but he had picked out exceptions.
Oscar Pistorius has said he has forgotten the password to his iPhone and investigators went to the US shortly before the trial began to meet Apple officials to try and gain access to it.
In one message sent on January 27, 2013, Reeva Steenkamp wrote: “I’m scared of you sometimes and how you snap at me and of how you react to me.”
Oscar Pistorius and Reeva Steenkamp had attended an engagement dinner and left abruptly.
In another message she wrote: “I can’t be attacked by outsiders for dating you and be attacked by you – the one person I deserve protection from.”
Reeva Steenkamp’s messages paint a picture of the athlete as a jealous and possessive boyfriend.
Earlier, one of Oscar Pistorius’ neighbors said she had heard both a man and woman scream on Valentine’s Day 2013.
Anette Stipp, whose husband gave evidence earlier in the trial, said she heard the screams and gunshots at around 0300 local time on the day of the shooting.
She said she heard two groups of gunshots with a woman screaming in between.
Anette Stipp testimony has closely matched that of other neighbors and witnesses, including her husband.
The defense has previously claimed that Oscar Pistorius screams like a woman and that neighbors had confused his screams with those of Reeva Steenkamp.
“It was a definitely a woman screaming,” said Anette Stipp.
She also said that the light was on in the bathroom cubicle, where Reeva Steenkamp was when she was shot.
This contradicts evidence given by Oscar Pistorius, who said that it was “pitch dark” where the shooting took place.
On Sunday the trial was extended and will now run until the middle of May. It had been due to end this week.
The prosecution says it will call upon four more witnesses before closing its case.
The defense team, led by Barry Roux, will then call upon its own witnesses, including Oscar Pistorius himself.
Last week the trial heard evidence from ballistics experts and computer forensic teams who described the sequence and timing of the shots that killed Reeva Steenkamp.
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