Pistorius, a double amputee sprint runner, is accused of fatally shooting Steenkamp and is set to go on trial next month.
He has never publicly denied killing Steenkamp. CNN reported.
"The pain and sadness -- especially for Reeva's parents, family and friends consumes me with sorrow," he said on his website. "The loss of Reeva and the complete trauma of that day, I will carry with me for the rest of my life."
Pistorius allegedly shot Steenkamp at his home in Pretoria.
Prosecutors have alleged that Pistorius intentionally killed her after a loud argument, but he has claimed he mistook her for an intruder.
Steenkamp's family members said they will attend the trial.
"All we are looking for is closure and to know that our daughter did not suffer on that tragic Valentine's Day," the family said in a statement.
Notable deaths of 2014 [PHOTOS]