The mother of Oscar Pistorius's girlfriend will attend the double-amputee Olympian's murder trial next month, Reeva Steenkamp's family said.

"June and other family members will be at the trial in Pretoria," Ms Steenkamp's parents, Barry and June, said in a statement released through the family's lawyers. "All we are looking for is closure and to know that our daughter did not suffer on that tragic Valentine's Day."

Ms Steenkamp was killed by Pistorius in the pre-dawn hours of February 14 last year and he was charged with murder.

Pistorius denies murder and says he shot through a toilet door after mistaking his girlfriend for a dangerous night-time intruder. Pistorius fired four shots, with three bullets hitting Ms Steenkamp, prosecutors say.

The statement did not say if Ms Steenkamp's father Barry would attend the trial, which is to open on March 3 at the North Gauteng High Court in Pretoria. No members of Ms Steenkamp's immediate family have attended any of the previous legal proceedings.

"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," Ms Steenkamp's parents said.

The Steenkamp family added that they intended to set up a foundation in honour of the 29-year-old model and reality TV star after the trial.

"Reeva, who held such a passion for women's abuse issues and frequently spoke out against domestic violence, intended to one day open an establishment where abused women would be cared for," her parents said.

They also repeated their request for privacy ahead of the anniversary of the killing on Friday, and the start of the trial in a few weeks.

"Without offending the media, or any well-meaning persons, we would like to ask that our privacy be respected during this difficult time," they said.

Ms Steenkamp's family have rarely spoken publicly in recent months, with their last prepared media statement in August last year around the date that would have been their daughter's 30th birthday. On that day, August 19, Pistorius was formally indicted on charges of premeditated murder and illegal possession of ammunition and it was announced he would stand trial at a high court.

The 27-year-old, an international track star after becoming the first double-amputee to run at the World Championships and the Olympics, faces a possible life sentence with a minimum of 25 years in prison before the chance of parole if he is convicted of murder. Prosecutors maintain he intended to kill his girlfriend, allegedly after a loud argument. The athlete says he fired in self-defence, fearing for his and Ms Steenkamp's safety.