Alejandrina Gisselle Guzman Salazar, 31, looked straight ahead and spoke quietly as she entered her plea and waived her right to seek bail.
Three U.S. officials speaking on condition of anonymity to discuss an investigation that has not been made public have said Guzman Salazar identified herself to border inspectors as a daughter of Joaquin "El Chapo" Guzman, head of Mexico's Sinaloa cartel.
Guzman Salazar is charged with document fraud, making false statements to federal officials and identity theft. She allegedly tried to enter the United States on Oct. 12 at San Diego's San Ysidro port of entry with someone else's Mexican passport and a U.S. visa.
Guzman Salazar told authorities she intended to go to Los Angeles to give birth to her child, according to the complaint. One U.S. official said she told authorities she was six months pregnant.
Wearing a loose-fitting jail blouse, she showed no obvious signs of pregnancy during her court appearance. She did not turn to the audience even once, leaving the packed courtroom to see only her curly-haired ponytail that ran down her back.
Guzman Salazar hired a new attorney, Frank Morell, who did not immediately respond to a phone message after the hearing. No explanation for the attorney change was given in court.
Her previous attorneys, Jan Ronis and Guadalupe Valencia, have represented clients linked to organized crime. Ronis' clients have included Benjamin Arellano Felix, who was head of the Tijuana-based cartel that bore his family name.
U.S. Magistrate Judge Jan Alder scheduled a pretrial hearing for Nov. 30.
The Sinaloa cartel, named after the Pacific coast state of the same name, controls trafficking along much of the U.S. border with Mexico, particularly in Western states.
Guzman Salazar's mother is Maria Alejandrina Hernandez Salazar, according to one U.S. official. The U.S. Treasury Department described Hernandez Salazar as Joaquin Guzman's wife when it imposed financial sanctions on her in June.