I don't think there is anything wrong with it but a more natural way to say it would be "I have a sister who is only 9 months younger than me". Grammatically, I am not sure which one is better.

我有一个只比我小九个月的妹妹

我有個妹妹只比我小9個月

I understand what you were trying to say but this can't just be literally translated. It should be "我有一个只比我小9个月的妹妹". 姐姐 means elder sister while 妹妹 means younger sister. an 只比我小九个月的 is the attribute of 妹妹.

我有一个比我小9个月的妹妹。