Graf appeared at a news conference before the Pan Pacific Women's Open in Tokyo today, but declined to answer reporters' questions about her father's conviction for tax evasion.
Graf looked weary after a flight from Australia but insisted she was in good shape. "My condition is pretty good," she said. "I'm fit and ready to play."
The German prosecutor, Hubert Jobski, also said that the state is appealing against the length of Peter Graf's sentence.
"Before the working day ends, the appeal of the three-year, nine-month sentence Peter Graf received on Friday will be on its way to the Federal Appeals Court in Karlsruhe," Jobski said.
Graf, 58, was convicted of evading DM12m (pounds 4.6m) in taxes on his daughter's earnings from 1989-1993, and attempting to evade paying another DM3m.
The prosecutor is also appealing against the 30-month sentence given to Joachim Eckardt, the former Graf family tax adviser, who was convicted of attempted tax evasion and being an accessory. Prosecutors had asked that Graf be sentenced to six years and nine months in prison, and Eckardt to four years and nine months.
Both men remain free on bail during the appeal process, which takes several weeks just to get the documents to the higher court.
Chief Judge Joachim Plass, who presided over the trial, had recommended the investigation of Steffi Graf be dropped, saying there was no evidence she had played "an active part" in the tax evasion.
But Jobski said the probe of Steffi Graf had only ceased temporarily, but would now be handled as quickly as possible. Jobski did not specify the sponsors he was looking at, but German news reports named Adidas, Dunlop and Suedmilch, a German milk products company.
The reports said the companies were suspected of showing willingness to route payments for Steffi Graf to her father's mailbox account in the Netherlands to hide them from German tax authorities.