We present a numerical investigation of self-steepening (SS) effect on trapping of dispersive waves by solitons during supercontinuum (SC) generation in anomalous dispersion regime in photonic crystal fibers with two zero dispersion wavelengths. It is demonstrated that with the increase of SS coefficient, the power ratio of red-shifted dispersive waves (R-DWs) is weakened greatly whereas the power ratio of blue-shifted dispersive waves (B-DWs) is enhanced, which means that SS effect leads to the energy redistribution between solitons and DWs, as a consequence, the soliton trapping of DWs is also influenced. Trapping of R-DWs is restrained obviously, while the trapped B-DWs is affected slightly. These phenomena indicate that we can obtain a smoother and broader SC or blue-extended SC just by choosing appropriate SS coefficients.