The Paralympian star was allowed out of prison in the capital Pretoria a day early yesterday in an apparent attempt to avoid media coverage of his release.
"Oscar Pistorius was placed under correctional supervision tonight," correctional services department spokesman Manelisi Wolela said in a statement.
"The handling of the actual placement is an operational matter of the local management, and how they handle it is their prerogative that is carried out in the best interest of all parties concerned, the victims, the offender and the Department of Correctional Services."
Pistorius, 28, had been due to be released today.
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"It will be very good. He should have been released on August 21," his lawyer Brian Webber told AFP, hours before his release.
According to local media, he will stay at his uncle Arnold's property in Pretoria, but the location has not been confirmed.
"He would normally be expected to report to the police periodically. There may be provision for drug tests and there will be random visits by correctional services," criminal lawyer Martin Hood told AFP.
Pistorius was found guilty of culpable homicide -- a charge equivalent to manslaughter -- after telling the court that he shot Steenkamp through a bathroom door because he mistook her for an intruder.
He faces a further test at the Supreme Court on November 3 when prosecutors will appeal for a murder conviction and a tougher sentence that could see him jailed for at least 15 years.