Pistorius was jailed for five years in October last year for shooting Reeva through a locked bathroom door in 2013 but said he thought she was an intruder.
South Africa and the rest of the world were left stunned after news of shooting death of Steenkamp emerged on Valentine's Day.
Pistorius who has been released under house arrest is expected to spend the remainder of a five-year prison sentence at his uncle's home in Pretoria, reported BBC.
The athlete was released on Monday evening, a day earlier than expected, according to a spokesman from the Kgosi Mampuru II prison, where Pistorius was being held.
"Oscar Pistorius was placed under correctional supervision tonight," Manelisi Wolela confirmed in a statement.