A photo posted on the comic's comedy website was taken Monday at the 9th annual Andy Kaufman Comedy Awards, where the woman was sharing the stage with Kaufman's brother, Michael.
"I asked her, 'Prove to me that you are who you say you are,' and she told me a lot of secrets that Andy and I had together. Like our secret handshake, the way Andy would make fun of me for being too nice of a guy," Michael Kaufman said.
Michael Kaufman appeared Thursday on CNN's "The Lead with Jake Tapper."
"I'm still trying to process it all," he said.
Michael Kaufman says he has his doubts about the woman's story, but says he's not sure what to think.
"I'm questioning things as much as you and everybody else is," he said.
Andy Kaufman was an eccentric underground comic who broke into the mainstream with his portrayal of Latka Gravis in the popular TV sitcom "Taxi."
He was known for his outlandish stand-up routines and alter egos, all of which were documented in the 1999 biopic "Man on the Moon" starring Jim Carrey.
The movie documents Kaufman's cancer diagnosis, but it also helped perpetuate the longstanding notion that Kaufman faked his own death in 1984 and went into hiding.
Monday's appearance by the woman claiming to be Kaufman's daughter went viral. But thesmokinggun.com cites a source who says the mystery woman is actually an actress who was hired by Kaufman's brother. Michael Kaufman denied those claims.
"Now that it's Thursday, not Monday anymore, I believe I am part of the hoax. I don't believe that she is acting on her own though," he said.
The woman claiming to be Kaufman's daughter has not surfaced since Monday.