The London 2012 Olympic star faces trial next month for the murder of the 29-year-old model.
Pistorius, 27, a double amputee known as "Blade Runner", denies the charges and says he shot Ms Steenkamp three times accidentally, thinking she was an intruder at his home in Pretoria, South Africa.
Pistorius and Ms Steenkamp in November 2012, three months before her death
In a statement on his website to mark the anniversary, Pistorius said: "No words can adequately capture my feelings about the devastating accident that has caused such heartache for everyone who truly loved - and continues to love Reeva.
"The pain and sadness - especially for Reeva's parents, family and friends consumes me with sorrow.
"The loss of Reeva and the complete trauma of that day, I will carry with me for the rest of my life."
Pistorius' trial is due to begin on 3 March and is expected to hear from more than 100 witnesses. Prosecutors say he killed her after an argument.
Ms Steenkamp's family said earlier this week her mother June would attend the trial. They said: "All we are looking for is closure and to know that our daughter did not suffer on that tragic Valentine's Day.
"As the first anniversary of our beloved daughter's death approaches, we would like to thank all family, friends, the people of South Africa, and the world for their compassion, kind words and comfort shown to us, and for the many letters of condolences we have received.
Pistorius posted a message on his website
"We understand and empathise with other parents and families who have lost a child or loved one through violence or abuse."
The mandatory sentence for someone convicted of premeditated murder in South Africa is life with a minimum of 25 years in prison, meaning if Pistorius is found guilty, he will be older than 50 when he leaves prison.