"We were shocked. Shocked. Disappointed," June Steenkamp told British ITV News. "You know your heart drops because you just want the truth," she said.
Judge Thokozile Masipa found Pistorius not guilty of murder, but later convicted him on the less serious charge of culpable homicide.
Pistorius said he shot Steenkamp in the dead of the night after he mistook her for an intruder.
The father of the model and law graduate said he found it difficult to believe Pistorius' version of the story.
"There is still something missing," Barry Steenkamp told ITV News. "I think there was more to the whole story, you know, coming up to the actual shooting, the killing."
In an earlier interview with America's NBC News, June Steenkamp said: "I just don't feel that this is the right (verdict)."
Steenkamp said her 29-year-old daughter had died a "horrible, painful, terrible death".
"And I can't believe that they believe that it was an accident," she said in her first reaction to the judgement.
Asked what kind of sentence she would like to see given to Pistorius, the mother told NBC News: "I really don't care what happens to Oscar, it's not going to change anything because my daughter is not going to come back.... She is gone forever."
Culpable homicide carries no mandatory sentence under South African law and a judge could decide on anything from a suspended sentence to several years behind bars.
According to NBC, Steenkamp's parents would like to meet with Pistorius in private.
The 27-year-old athlete -- whose journey from disabled infant to Olympic sprinter inspired the world -- will hear his punishment when sentencing begins on October 13.
