Pistorius's lawyers last month failed in their final legal bid to reverse a Supreme Court of Appeal (SCA) ruling that upgraded his conviction from culpable homicide -- the equivalent of manslaughter -- to murder.
The double-amputee killed Steenkamp, a model and law graduate, in the early hours of Valentine's Day three years ago, saying he mistook her for an intruder when he shot four times through the door of his bedroom toilet.
Pistorius, wearing a black suit, black tie and white shirt, left the court after the brief hearing and walked through a scrum of television camera crews outside to get into a vehicle.
The former Paralympic champion, 29, faces a minimum 15- year jail term for murder, which may be reduced due to time he has already spent in prison.
He was released from prison in October to live under house arrest at his uncle's property in Pretoria after serving one year of his five-year prison sentence for culpable homicide.
They found him guilty of murder, overruling the culpable homicide conviction.
Pistorius's lawyers tried to appeal to the Constitutional Court, the highest court in South Africa, but it declined to hear the case.
Pistorius was last seen in public at a bail hearing in December, after which he was fitted with an electronic monitoring tag.
Under his bail conditions, he has been allowed to leave his uncle's house at set times with official permission, but not travel further than 20 kilometres.
"I was overcome with fear," he told his trial. "Before I knew it, I'd fired four shots at the door."
He has since lost his glittering sports career, lucrative contracts and status as a global role model for the disabled.
Steenkamp's family previously welcomed his murder conviction and described his Constitutional Court appeal as a "delaying tactic" to keep him out of jail.
