The double amputee last week became the first Paralympian to compete at the World Championships, and won a silver medal in the 4x400m relay.
The IAAF was forced to allow Pistorius - nicknamed 'blade runner' for his distinctive artificial limbs - to compete in able-bodied events after a Court of Arbitration for Sport ruling in 2008.
BBC journalist Rob Bonnet asked him: "Some people regard you, no doubt, as an inspiration to Paralympic athletes, no question about that.
"But it might also be said that you're an inconvenient embarrassment to the South African authorities and the IAAF because, effectively, you're taking them into uncharted ethical waters here. What's your reaction to that?"
Pistorius replied: "I think that's an insult to me and I think this interview is over."
The BBC has attracted criticism for its confrontational line of questioning, but a spokesperson said: "This was a frank interview which, as we acknowledged on air, didn't end as we would have hoped.
"Oscar Pistorius has been a focus for controversy and ethical debate in sport. This interview reflected that controversy, but it was never intended to cause offence."
The South African has been a polarising figure in the sport, and this week British Paralympic legend Tanni Grey-Thompson called for Pistorius to be banned from the 2012 Paralympics if he competes in the Olympic Games.
"If he makes the Olympics then his 400m event should not be run at the Paralympics because the Paralympics should never be a B final," Grey-Thompson said.
Asked if he could understand her point Pistorius said: "Absolutely not - not at all.
"I want to compete in both. I will be running the 100m, 200m and 400m in the Paralympics."