Steenkamp’s family, however, told Beeld they were unaware of the private detective.
“The private detective may have been misunderstood to say that I was the one who asked him to investigate,” said her father, Barry, from Port Elizabeth.
The late model’s “Johannesburg father” also denied that he gave the investigator a mandate to investigate her death. Steenkamp was killed in the Pretoria home of paralympian Oscar Pistorius on Valentine’s Day.
Pistorius claims he shot her after mistaking her for an intruder.
The friends approached detective Lance Epstein and asked him to “keep an eye on the investigation”.
Meanwhile, Steenkamp's parents have appointed lawyers.
Mike Venter and senior advocate Dup de Bruyn were appointed by the Steenkamp family to look after their interests, according to the report.
In a statement released on Monday, June and Barry Steenkamp said this was a very sad and traumatic time for them but they understood the intense media interest, Eyewitness News reported.
The Steenkamps requested the media to respect their privacy and said they would not be doing any interviews for the time being.
Steenkamp was cremated in a private ceremony in Port Elizabeth on 19 February.
Pistorius' next court appearance is on 4 June.