About a month ago, the model shared a picture collage that included the runner.
"Some of my favorite people," she described the picture.
"As you can imagine our entire family is devastated, we are in a state of total shock," the suspect's uncle, Arnold Pistorius, said in a statement. "All of us saw at first hand how close she had become to Oscar during that time and how happy they were."
Both had big dreams, the uncle said.
"They had plans together and Oscar was happier in his private life than he had been for a long time," he said. "We are all grieving for Reeva, her family and her friends. Oscar -- as you can imagine -- is also numb with shock as well as grief."
The younger Pistorius made history when he became the first Paralympian to compete in the able-bodied Olympics last year. He ran on special carbon fiber blades affixed to his legs. He was born without the fibulae in his legs, and they were amputated below the knee when he was 11 months old.
Before she died, Steenkamp sent out a message urging her thousands of social media followers to empower women.
"Speak out against the rape of individuals" in South Africa, she said in a post on the photo-sharing site Instagram. "RIP Anene Booysen."
Booysen, 17, was raped and mutilated in South Africa this month, putting a spotlight on violence against women in the nation.
Steenkamp urged her followers on Twitter to wear black the day after Valentine's to protest violence against women.
A tragic end on Valentine's
Steenkamp was looking forward to Valentine's Day.
"What do you have up your sleeve for your love tomorrow?" she asked her Twitter followers the day before. "Get excited."
At dawn, she lay dead in a pool of blood.