In September 2019, he was named in the squad for the Cape Town Blitz team for the 2019 Mzansi Super League tournament. In October 2019, Steyn signed to play in the Big Bash for the Melbourne Stars. In December 2019, he was drafted by PSL franchise Islamabad United as their first pick of the draft in the Platinum Category.
In April 2019, he was named in South Africa's squad for the 2019 Cricket World Cup. However, on 4 June 2019, Steyn was ruled out of the tournament due to an ongoing shoulder injury, and was replaced by Beuran Hendricks. In August 2019, Steyn retired from Test cricket.