The Master's daughter

At one point in his life, the Master may have had a daughter.

In her incarnation, the Master began referring to her daughter and the day the Doctor gave the Master a dark star alloy brooch, but before she could elaborate, Missy was interrupted by an incoming Dalek. (TV: The Witch's Familiar)

However, in the Master stated that he never had children. (AUDIO: And You Will Obey Me)