A hearse took Steenkamp's body to the Victoria Park Crematorium in the coastal city of Port Elizabeth for a private funeral attended by more than 100 relatives and friends.
"Without a doubt he's a danger to the public. He'll be a danger to witnesses. He must stay in jail. He's already shown how dangerous he can be for what he did to Reeva," said Gavin Venter, an ex-jockey who worked for Steenkamp's father.
"She was an angel, she was so soft, so innocent. Such a lovely person. It's just sad that this could happen to somebody so good," Venter said.
While the funeral was being held, Pistorius was at a bail hearing in a Pretoria court about 900 kms (560 miles) to the north, where a prosecutor said he fired four shots last week at a cowering Steenkamp through a bathroom door at his luxury home.
Pistorius's lawyer said there was no murder case.
In Port Elizabeth, friends of Steenkamp walked up a path to the crematorium, some holding hands or carrying flowers.
After the hour-long ceremony, relatives stood outside and friends paid their condolences, hugging Steenkamp's parents, in the serene wooded area dotted with tombstones.
"It was a total shock. It is only sinking in right now," said former classmate Bongiwe Gaxamba, 29, wearing the blue blazer with yellow stripes from their high school.
The killing of law school graduate Steenkamp, 30, has once again highlighted South Africa's dismal record of violence against women - on average, a woman is raped every four minutes, and one is killed every eight hours by her partner or relative.
The country is still reeling from the murder this month of 17-year-old Anene Booysen, who was gang-raped, mutilated and left for dead on a building site.
"This is not acceptable and our women need to be protected," said Troy Martens, a spokeswoman for the ruling ANC party's Women's League, which held a protest outside the Pretoria court demanding Pistorius be denied bail.
Just days before she was killed, Steenkamp sent tweets offering her support for Booysen and the victims of sexual violence in the country.
Reeva's uncle, Mike Steenkamp, told reporters through tears after the funeral his niece wanted to be an activist for ending abuse against women.
"Unfortunately it has swung right around, but I think that the Lord knows that her statement is more powerful now."
Reeva's brother Adam told reporters: "There's a space missing inside all the people that she knew that can't be filled again. We are going to keep all the positive things that we remember and know about my sister.
"We will miss her."