The double-amputee killed Steenkamp, a model and law graduate, in the early hours of Valentine's Day 2013, saying he mistook her for an intruder when he fired four times through the door of his bedroom toilet.
In March, Pistorius's lawyers failed in their legal bid to reverse a Supreme Court of Appeal judgement that upgraded his original conviction from culpable homicide – the equivalent of manslaughter – to murder.
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Since being convicted of murder, he has been on bail and allowed to leave the house at set times, but not travel further than 20 kilometres (12 miles) without permission.
The 29-year-old "Blade Runner" faces a minimum 15-year jail term for murder, but his sentence could be reduced due to time already spent in prison and mitigating factors, including his disability.
The case at the High Court in Pretoria was scheduled to last until Friday, though the sentence could be handed down earlier.
"We are expecting that there will be evidence presented by both sides over three days and the judge may come back to deliver sentence on Friday," a lawyer close to the case told AFP on condition of anonymity.
Pistorius was last seen in public at a court hearing in April when the date of the sentencing was announced.
He has always denied killing Steenkamp in a rage and, during his dramatic trial in 2014, sobbed in the dock as details of his lover's death were examined in excruciating detail.
"I was overcome with fear," Pistorius told the trial. "Before I knew it, I'd fired four shots at the door."
The seven-month case gripped television audiences worldwide, drawing parallels with the 1995 murder trial of American football star OJ Simpson.
Pistorius has shunned the media during years of intense coverage since Steenkamp's killing, but his family revealed on Friday that he had given his first interview to a British broadcaster.
His uncle Arnold said that the interview, which will be screened after the sentencing, will "provide our family with a voice to address some of the misconceptions that have remained unchallenged."
The programme is due to air on ITV on June 24.
The year before he killed Steenkamp, Pistorius became the first double-amputee to race at Olympic level when he appeared at the London 2012 games.
He has since lost his glittering sports career, lucrative contracts and status as a global role model for the disabled.
Appeal judges in December described his testimony at his trial as "untruthful" and delivered a damning indictment of the original verdict.
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