The former athlete is serving a 13-year-plus jail sentence.
The former Olympic sprinter was convicted in 2014 of murdering his girlfriend.
"The 'film' was made with blatant disregard of both the Steenkamp and Pistorius families, as well as complete disregard for Reeva and Oscar," read the family's statement.
New Zealander sprinted to take the gold medal in the 200-meter race.
State prosecutors had argued the athlete’s sentence was too lenient.
He received six years for murder, while the minimum sentence in South Africa is 15 years.
The Paralympian’s lenient sentence perpetuates the belief that South Africa’s justice system is unfair.
Pistorius was imprisoned for six years for murder, nine years less than the mandatory guideline.
Reeva Steenkamp’s best friend expressed dismay, while Pistorius’s brother praised the judge.
After more than two years in court, Oscar Pistorius has been sentenced for murder.
The broadcasting of Pistorius's interview so close to his sentencing has raised questions of fairness.
The father of Pistorius’s murdered girlfriend has testified for the first time in the trial of the South African athlete.
The South African athlete will be sentenced on a murder charge by Friday.
The Supreme Court of Appeal upgraded the 29-year-old's conviction to murder in December.
Judge says previous conviction was erroneous and that athlete has 'never offered an acceptable explanation'
Roughly a year ago, Pistorius received a five-year sentence for killing his girlfriend.
The verdict has been criticized by several legal experts and the Women's League of the African National Congress
South Africa's state prosecutors will appeal the culpable homicide conviction and five-year jail sentence given to the Olympic and Paralympic star last week
A former hitman allegedly mouthed a swearword at the athlete's sister after sitting down next to the family in court
A social worker has argued that the athlete could be vulnerable to gang rape if he receives a prison sentence
A social worker serving as a defence witness in the sentencing of the Olympic and Paralympic athlete has recommended he be put under house arrest rather than serving jail time
The disgraced athlete will attend sentencing hearings which will determine whether he serves jail time for the killing of Reeva Steenkamp
In sport Pistorius was heralded for wanting no special treatment, but as he faces his sentence he will hope to get all the special treatment that will keep him out of South Africa's toughest prison
Judge Masipa concluded Pistorius "acted too hastily”, "used excessive force" and was "clearly" negligent.
"Our client regrets the decision to go into a public place and thereby invite unwelcome attention," his spokeswoman said in a statement
Pistorius, an Olympic and Paralympic sprinter, has admitted to killing his girlfriend, but maintains he mistook her for an intruder