In a statement released through the family's lawyers, Ms Steenkamp's parents Barry and June said: "June and other family members will be at the trial in Pretoria.
"All we are looking for is closure and to know that our daughter did not suffer on that tragic Valentine's Day."
Ms Steenkamp, 29, was killed by 27-year-old 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.
Prosecutors say Pistorius fired four shots, with three bullets hitting Ms Steenkamp, They say he intended to kill his girlfriend, allegedly after a loud argument.
The family statement did not say if Ms Steenkamp's father Barry would attend the trial, which is to open on March 3 in Pretoria. No members of Ms Steenkamp's immediate family have attended any of the previous legal proceedings.
The statement added: "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."
They plan to set up a foundation in honour of the model and reality television star.