Family and friends gathered inside the white crematorium, which had a "Strictly Private" sign outside, to pay tribute to the law graduate, model and budding reality TV star who died at Pistorius' house in the early hours of Valentine's Day last week after being shot three times behind a locked door to the toilet.
Pistorius said in an affidavit, which was read out by his senior defense lawyer in court in Pretoria, that he loved her deeply and shot her in a tragic error because he thought she was a dangerous intruder in his house.
Prosecutors argue he intended to kill her after a fight and he was charged with premeditated murder.
Reeva's parents, Barry and June Steenkamp, hugged mourners after the ceremony, which was closed to the media and the public on the wishes of the family. Singing could be heard from inside the building as reporters waited a short distance away outside the gate of the Victoria Park Crematorium.
Earlier, the 29-year-old Steenkamp's wooden coffin, which had shining gold handles, the white cloth and white flowers on top, was taken out of a hearse and carried into the crematorium by funeral home staff wearing pink shirts and black jackets.
After the service, Mike and Adam Steenkamp, Reeva's brother, walked away from the small group of mourners which included South African international rugby player Francois Hougaard to offer a statement to television cameras near the entrance to the driveway to the crematorium.
"I won't say very much," brother Adam, who wore jeans, a white shirt and a black suit jacket, said. "There's a space missing inside all the people she knew that can't be filled again. We're going to keep all the positive things that we remember and know about my sister.
"And we will try and continue with the things that she tried to make better. We will miss her. And that's it."
Steenkamp campaigned actively against domestic violence and had written on Twitter that she planned to join a "Black Friday" protest by wearing black in honor of a 17-year-old girl who was gang-raped and killed in South Africa two weeks ago.
What "she stood for, and the abuse against women, unfortunately it's gone right around and I think the Lord knows that statement is more powerful now," Mike Steenkamp said.
Associated Press writer Jon Gambrell contributed to this report.