Kim Myers found the "unwelcome approach ... extremely disturbing," lawyer Ian Levitt said, adding that the incident had been reported to the National Prosecuting Authority.
The athlete's spokeswoman did not immediately respond to a CNN request for comment.
The National Prosecuting Authority confirmed that it had received a report about the alleged incident but said it was legally powerless.
"In law we cannot get involved. The Myers family lawyer that made the report was advised to deal with the matter as they deem fit," said authority spokesman Nathi Mncube.
Pistorius, 27, is accused of murdering Steenkamp, his girlfriend, a model, reality TV star and law school graduate. She was 29 when she was killed.
He admits that he fired four bullets through a closed door in his house, killing her, but says he thought he was protecting himself from a burglar.
The alleged comments to Steenkamp's friend came on the day that three neighbors testified about what they heard and saw the night the South African amputee track star killed Steenkamp.
One, Michael Nhlengethwa, said that when he saw a stretcher leaving the house, "I knew she was no more."
Nhlengethwa, who lived next door to Pistorius, was awakened by his wife, Eontle, when she heard a "bang" that night, he said.
Eontle Nhlengethwa imitated the scream she later heard from the Pistorius home, electrifying the court with a powerful wail and then adding, "But like a man."
Ricca Motshuane, the other neighbor to take the stand Tuesday, also mimicked the sound she heard, letting out two cries, one after another.
Defense and prosecution lawyers moved quickly through the three witnesses, leading defense lawyer Barry Roux to suggest that he would conclude his case next Tuesday -- and joking that prosecutor Gerrie Nel should ask more questions so he wouldn't have to have so many witnesses ready.
Five Pistorius neighbors testified for the prosecution, and five have now testified for the defense. The defense witnesses have all described being on friendly terms with the athlete, as opposed to the state witnesses, who said they did not know him.
The three who took the stand Tuesday lived closer to Pistorius than the prosecution witnesses and did not hear the same things the state witnesses heard.
Several prosecution witnesses described hearing a series of gunshots and a woman screaming. The neighbors who lived closer did not, other than Eontle Nhlengethwa, who heard the single bang that woke her.
There is no dispute that Pistorius shot and killed Steenkamp in his home early on the morning of Valentine's Day 2013.
But if the judge believes that there was no woman screaming, it could sink the prosecution case that the couple argued before the killing, CNN legal analyst Kelly Phelps said.
Two other neighbors, Johan Stander and his daughter Carice, took the stand Monday. They testified that Pistorius was desperate to save Steenkamp's life after he shot her.
The South African sprinter was "praying, crying, torn apart" after shooting his girlfriend, pleading with her not to die, Stander said.
Stander, the first person on the scene after the shooting, made an impassioned defense of Pistorius on the stand as he described what he saw that night.
"His commitment to save the young lady's life -- when he put his finger in the young lady's mouth ... how he begged her to stay alive. ... I saw the truth that morning. I saw it. And I feel it," said Stander, who was the first person Pistorius called after killing Steenkamp.
'I've shot Reeva'
He went to Pistorius' house in response to an urgent phone call from the double amputee sprinter at 3:18 a.m. on February 14, 2013, he said.
"Please, please, please, come to my house. I've shot Reeva. I thought she was an intruder. Please, please, please, come quick," Pistorius begged Stander, the defense witness testified.
Stander was the manager of the Silver Woods Estate, where Pistorius lived.
Pistorius' defense team appears to be trying to use Stander and his daughter to buttress the athlete's account of the circumstances of the killing, after the prosecution savaged Pistorius on the witness stand.
Prosecutor Nel tore into Pistorius over five days in court in April, saying the Paralympic medalist had argued with Steenkamp and killed her on purpose. He tried to force Pistorius to look at a picture of Steenkamp's head after the shooting, accused Pistorius of being selfish and possessive, and said he refused to take responsibility for his actions.
Judge Thokozile Masipa must decide whether Pistorius genuinely made a terrible mistake or whether he murdered Steenkamp intentionally.
The gripping trial has seen Pistorius break down repeatedly, crying, wailing and sometimes throwing up as the court sees and hears evidence about Steenkamp's death.
Evidence has included graphic photos of the wounds; testimony from neighbors, friends, police and pathologists; and the actual door through which Pistorius fired four hollow-tipped bullets on the fateful night.
Roux has said he will call 14 to 17 witnesses. The Nhlengethwas were the sixth and seventh, and Motshuane was the eighth.
Pistorius himself testified for seven days in April.
The defense team is seeking to cast doubt on the state's case and needs only to show there is a reasonable doubt that Pistorius meant to kill Steenkamp.
Its case will be followed by closing arguments. Masipa will decide the verdict in collaboration with two experts called assessors. South Africa does not have jury trials.
If Pistorius is found guilty of premeditated murder, he faces life in prison. He could be convicted of the lesser charge of culpable homicide, which would leave his sentence at the discretion of the judge.
The trial has gripped South Africa and sports fans worldwide who considered Pistorius a symbol of triumph over physical adversity.
His disabled lower legs were amputated when he was a baby, but he went on to achieve global fame as the "Blade Runner," winning numerous Paralympic gold medals on the carbon-fiber blades that gave him his nickname. He also competed against able-bodied runners at the Olympics.
Only those in the courtroom saw Pistorius on the stand, because he chose not to testify on camera. His testimony could be heard in an audio feed.