Sillery-Walsh, a teaching assistant from the UK, took the image with her iPhone. She quickly showed it to her partner, Paul Rice.
"I have no logical explanation for the girl in the picture -- I'm baffled by her! It's funny because she's staring right at the camera, with a knowing look," Rice told the newspaper. "I was really skeptical about ghosts before but I'm a bit more of a believer now. I do think that the woman in the photo is a ghost."
Alcatraz, an island in San Francisco Bay, was a notorious federal prison from 1934 until 1963. Today, it's part of the Golden Gate National Recreation Area and managed by the National Park Service.
Alcatraz is a popular tourist destination in San Francisco, especially for fans of the paranormal. The park is open for night tours, and was even featured in an episode of the SyFy television show, "Ghost Hunters."
Park officials, however, say there are no ghosts on the island.
"Spiritualists and people who want to believe in ghosts often claim to pick up haunted auras and ghostly feelings when visiting Alcatraz," reads a FAQ on the website of Alcatraz Cruises, which provides ferry service to the island. "However, there are no authenticated cases of ghost sightings by any of Alcatraz’s residents over the years, whether they were soldiers, prisoners, correctional officers, family members or park rangers."