"He is fine, the spirits of Africa, his ancestors, our ancestors are keeping him for all of us," Madikizela-Mandela told SABC public broadcaster in South Africa yesterday.
Mandela is receiving intensive care for a respiratory illness at his Johannesburg home where he returned after being discharged on September 1.
He had spent 86 days in a Pretoria hospital.
The 95-year-old's condition was described as critical but stable throughout his stay.
In recent weeks, updates about Mandela's health have appeared more positive, with his grandson saying last month that he was sitting up on his bed, doing "much better" and was not completely bed-ridden.
Mandela is admired for his lifelong sacrifice in fighting the brutal regime of racial segregation installed with apartheid in 1948.
He became South Africa's first black president in 1994, after leading talks that ended white minority rule and put the ruling African National Congress in power.