If you have bought thru online trading website like ICICIDirect than you would not recieve statement from MF House but ICICIDirect will sent you the statement. If otherwise than you would recieve the statement as usual.
Matrix - Is this even happen if I close my ICICI-Direct account?
When you close your ICICI Direct MF account, you would receive MF certificate, the online MF Demat would be closed than and you will start receiving your statement by post.