Does Steve’s father believe Him when he said he did nothing wrong ?

No. Steve Harmon's dad suspects that his son participated in the robbery, which is revealed by his behavior towards his son in jail during his visit, and Steve's commentary regarding his father's opinion of him.  When Mr. Harmon visits his son in jail, he is apprehensive to believe his son after Steve mentions that he is going to take the stand and tell the truth, which is that he did not participate in the robbery. Interestingly, Steve's father never comments on his son's innocence and simply assures Steve that everything will work out. After Mr. Harmon leaves, Steve says,

What was going on between us, me being his son and him being my dad, is pushed down and something else is moving up in its place. It's like a man looking down to see his son and seeing a monster instead (Myers, 119).

Steve then mentions that Miss O'Brien said things were looking bad and was afraid that the jury would not be able to differentiate between him and all the "bad guys" taking the stand. Steve then mentions,

I think my dad thinks the same thing (Myers, 119).

Steve's commentary regarding his father's opinion indicates that Mr. Harmon does not believe that his son is innocent. Following the trial, Steve mentions that his father hugged him and said that he was thankful that he didn't have to go to prison. Afterwards, Steve's father ended up moving away, and the distance between them grew. Steve says,

My father is no longer sure of who I am. He doesn't understand me even knowing people like King or Bobo or Osvaldo. He wonders what else he doesn't know (Myers, 284).

Mr. Harmon's actions and behavior following the trial again reveal that he does not believe his son is innocent.