At one point in his life, the Master had a daughter.
On Skaro, Missy showed a dark star alloy brooch to Clara Oswald and told her "the Doctor gave it to me when my daughter...," but they encountered a Dalek before she could elaborate. (TV: The Witch's Familiar) She later said that she didn't let her have pets. (PROSE: The Liar, the Glitch and the War Zone)
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)