The Paralympian star was allowed out of prison in the capital Pretoria a day early in an apparent attempt to avoid media coverage of his release.
Pistorius family spokesman Anneliese Burgess said that he was at his uncle Arnold’s house in Pretoria, adding that the family was “hunkered down”.
She said that the family would issue a statement later today (Oct 20).
Pistorius, 28, was granted parole following several delays to his original release date after he had served one sixth of his five-year sentence for shooting dead Ms Steenkemp, a model and law graduate.
“Oscar Pistorius was placed under correctional supervision tonight,” correctional services department spokesman Manelisi Wolela said in a statement issued yesterday evening.
“The handling of the actual placement is an operational matter of the local management, and how they handle it is their prerogative that is carried out in the best interest of all parties concerned, the victims, the offender and the Department of Correctional Services.”
Pistorius had been due to be released today.
“It will be very good. He should have been released on August 21,” his lawyer Brian Webber told AFP, hours before his release.
Last year Pistorius was found guilty of culpable homicide – a charge equivalent to manslaughter – after telling the court that he shot Ms Steenkamp through a bathroom door because he mistook her for an intruder.
He faces a further test at the Supreme Court on November 3 when prosecutors will appeal for a murder conviction and a tougher sentence that could see him jailed for at least 15 years.
The ENCA news channel said Pistorius’ parole conditions included an instruction that he must meet Steenkamp’s parents if they wish to do so.
Her parents had contested his early release, but said no sentence would bring back their daughter.
“He would normally be expected to report to the police periodically. There may be provision for drug tests and there will be random visits by correctional services,” criminal lawyer Martin Hood told AFP.
“If he doesn't comply, he loses the privilege of correctional supervision and can go back to prison.”
The Department of Correctional Services earlier announced he would undergo “continued psychotherapy” and face restrictions on owning firearms.
Pistorius was jailed on October 21 last year after a six-month trial that made headlines around the world.
The prosecution said he killed Ms Steenkamp in a fit of rage, firing four shots through the locked door.
They described the double amputee as an egotistical liar obsessed with guns, fast cars and beautiful women, who was not prepared to take responsibility for his actions.
During proceedings, Pistorius often broke down, weeping and at times vomiting as he heard how her head “exploded” like a watermelon under the impact of his hollow-point bullets.
The court heard transcripts of phone messages in which the pair argued, Ms Steenkamp, 29, texting: “I’m scared of you sometimes, of how you snap at me.”
Defence lawyers sought to explain there are “two Oscars” – a world-class athlete, and a vulnerable individual with a serious disability who acted out of fear, not anger, when he fired the fatal shots.
In the early hours of this morning, media gathered outside the house in Waterkloof, a wealthy suburb in Pretoria, where Pistorius will spend his house arrest.
The house is surrounded by a high brick wall and black metal gates.