Nonlocal correlation represents the key feature of quantum mechanics, which is exploited as a resource in quantum information processing. However, the loophole issues hamper the practical applications. We report the first demonstration of steering nonlocality with detection loophole closed at telecommunication wavelengths. In this endeavour, we design and fabricate a low-loss silicon chip for efficient entanglement generation, and further apply the direct modulation technique to its optical pump to eliminate phase-encoding loss at the steering side. The newly proposed phase-encoding measurement setting adapts to an ultra-fast modulation rate (GHz). Consequently, we build a fiber-optic setup that can overcome the detection efficiency that is required by quantum steering with multiple measurement settings. Our setup provides an immediate platform for exploring applications based on steering nonlocality, especially for quantum communication.