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

On Skaro, Missy began talking about her daughter to Clara Oswald and the day the First Doctor gave the Master a dark star alloy brooch, but before she could elaborate, she was interrupted by an incoming Dalek. (TV: The Witch's Familiar) She also said that she didn't let her have pets. (PROSE: The Liar, the Glitch and the War Zone)