"The investigative team is working really hard on evidence from all aspects of the case," Brigadier Phuti Setati said.
"Police and investigators would like to be given space to conduct a thorough investigation."
Setati said he could not comment on an Eye Witness News report that there was no evidence that rugby player Francois Hougaard sent Steenkamp a text message that night, which some media have reported enraged Pistorius.
Eye Witness News also reported that the three cellphones found at Pistorius's house were last used at 8pm the night before the shooting, and that one of them was used again the next morning to call paramedics.
The Hawks reportedly subpoenaed the cellular networks to obtain the cellphone records.
Pistorius was granted bail of R1 million last month with a number of conditions attached. His next court appearance is on June 4.
Steenkamp was cremated in a private ceremony in Port Elizabeth on February 19.