There is nothing to suggest that Corvo Attano and Emily Kaldwin are not blood-related.
Apart from them referring to each other as "daughter" and "father" respectively, Emily can be heard asserting it in the intro video to Dishonored 2:
They would have succeeded, but my father, Corvo Attano, hunted them down and cut their conspiracy to pieces.
Given that this is a preamble directed at the player, which serves to acquaint us with the facts (and the canon choices of the first game), I see no reason why she would lie about it, or use vague or distracting terms.
It is distinctively only alluded to in the first game, through many references: a drawing made by a young Emily found its way to another answer here, and its direct counterpart in the The Brigmore Witches DLC; Farley Havelock speculates it in his log; the Outsider hints at it in the Low Chaos epilogue; the Heart that Corvo carries is suggested (and later confirmed) to be Jessamine's; it is no secret that Corvo was the Empress Jessamine Kaldwin's secret lover; rumours can be heard and read throughout the game of people making the connection.
While these don't prove blood ties, taken together they strongly suggest what was to be confirmed in the second game. It also makes sense that the illicit relationship was not made public in those very uncertain times.
In some previews and interviews with the developers leading up to the release of Dishonored 2 it is bluntly stated, e.g. here, here, and here.
Any article about either character also confirms it (Fandom Dishonored wiki on Corvo and Emily; a Fandom Hero wiki on Corvo; Corvo's Wikipedia entry; TVTropes; a Charactour entry; &c.).
Finally, there is this reply to the question how Jessamine and Corvo fell in love, written by Dishonored 2's director Harvey Smith a week before the game was officially released, as part of a Reddit AMA:
At first dedicated soldier and bratty teen, taunting openly, but admiring in secret; then friends, with Corvo almost like family; as they aged, suddenly aware of a growing sense of fondness; eventually gripped by an intense "can't keep their hands off one another" moment alone; then "what just happened," haha. Check the timeline in the Dunwall Archives for their ages. I see Corvo as a romantic at heart. So I am certain his eyes teared up when Em was born.