Pierce did not comment as he left the courthouse Thursday. His lawyer, Michael Bachner, said, "We expect the grand jury testimony to continue tomorrow. At that point, after that, we'll make a statement."
Pierce's testimony came one day after Burress appeared before the grand jury in hopes of persuading the panel not to indict him on charges of carrying an unlicensed firearm.
Pierce was with Burress at The Latin Quarter club in Manhattan on Nov. 29 last year when the wide receiver shot himself in the leg.
Authorities say Pierce removed the gun from the scene and took it to Burress' home in Totowa, N.J. Pierce also drove Burress to the hospital.
"Mr. Pierce is here voluntarily today to explain his side of the story so the grand jury understands what occurred on that day," Bachner said.
Giants co-owner John Mara defended Pierce this week, saying any charges against the linebacker would be "unwarranted."
Burress testified for nearly three hours Wednesday in front of a grand jury that is investigating weapons charges against him and told reporters outside that he was sorry for his actions.
"I was truthful, I was honest, and I'm truly remorseful for what I've done and for what happened," the 31-year-old Burress said.
Burress is charged with criminal possession of a weapon and faces up to 3½ years in prison. He has pleaded not guilty and is free on $100,000 bail. The Giants released the receiver in April.
Burress' attorney, Benjamin Brafman, said the one-time Super Bowl star wanted to address the grand jury, adding his client stressed in his testimony that the gun was not used in the commission of a crime and that he was the lone victim.
"I agreed that in order to humanize him they needed to see who he was and what this man was about," Brafman said, adding, "He asked the grand jury for compassion and understanding. I think it took a big man, not just physically, but a big man to come here today and acknowledge his responsibility and ask for the compassion of the people who he testified before."
Brafman contends that Burress' gun was registered in the state of Florida and that "my client was under the impression that the same was the case in the city of New York."
Brafman said he hopes that Burress' testimony will serve to balance out some of the comments made Monday by Manhattan District Attorney Robert Morgenthau, whom Brafman characterized as having "a lapse in judgment" by speaking publicly about the Burress case while the case is in front of the grand jury.
Morgenthau told the New York Post that Burress was willing to agree to spend a year in jail, but prosecutors insisted on two, the newspaper reported.
"We've always taken the position that he's going to have to go to jail, whether by trial or by plea," Morgenthau said, according to the Post.
Burress, who caught the winning touchdown in the final minute of the 2008 Super Bowl, also could face disciplinary action by NFL commissioner Roger Goodell under the league's personal conduct policy. Burress has yet to sign with another team and Goodell's office announced in June that the league already had started its examination of the shooting.
Information from The Associated Press was used in this report.