Caitlyn Jenner has discovered "why girls need a sports bra".

Caitlyn Jenner

Caitlyn Jenner

The 65-year-old star is seen playing tennis in a new clip from 'I Am Cait', the documentary following her new life since she transitioned to a woman, and the footage shows her joking about understanding the importance of wearing supportive underwear.

In the clip, she said: "Now I know why girls need a sports bra!"

The new teaser also shows Caitlyn - who was previously known as - meeting with school teachers as part of her efforts to help educate about the transgender community, as well as sharing a touching conversation with her 89-year-old mother, Esther Jenner.

Elsewhere, the clip sees Caitlyn's stepdaughter Kim Kardashian West going through her wardrobe and breaking some awkward news to her stepparent - who separated from Kim's mother Kris Jenner last year after 23 years together.

As Caitlyn shows Kim a black and gold dress in her walk-in closet, the 34-year-old reality TV star said: "Mom has that".

Tonight (15.07.15), Caitlyn will be honored with the Arthur Ashe Courage Award at the 2015 ESPYs, and the ceremony's organisers recently explained why the former Olympian was chosen to win the prize.

ESPYs producer Maura Mandt said: "I think Caitlyn's decision to publicly come out as a transgender woman and live as Caitlyn Jenner displayed enormous courage and self-acceptance.

"Bruce Jenner could have easily gone off into the sunset as this American hero and never have dealt with this publicly. Doing so took enormous courage."

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