At one point in his life, the Master had a daughter.
On Skaro, Missy began referring to her daughter and the day the First 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)
Behind the scenes
When writing The Pirate Planet, Douglas Adams considered that the villain could be the Master's daughter, who was collecting the planets where he'd been defeated because she either loved him or hated him. (PROSE: The Pirate Planet)