Kendall Jenner says Caitlyn Jenner is "lucky" to have such an understanding family.

Caitlyn Jenner

Caitlyn Jenner

After Caitlyn - who was previously known as Bruce Jenner - admitted that her gender transition had been hard on all of her children, especially Kendall and her younger sister Kylie, 18, the supermodel told her how lucky she is.

Caitlyn said: "All my kids, but especially Kendall and Kylie - having to deal with a father transitioning, it's very, very difficult process with all this history you have in your life."

Telling Caitlyn "you got pretty lucky", Kendall, 20, added: "We're all pretty open, accepting, nonjudgmental people. Our whole family."

In an upcoming clip for Caitlyn's reality TV show 'I Am Cait', her close friend Chandi Moore said: "I know this has not been the easiest thing for you guys to wrap your heads around, but you guys are being real troopers about it. We appreciate the love you give Cait and our full community. Because we need it."

Caitlyn revealed last year that she was transgender and while her children and former wives have been supportive, she recently admitted that she will always be "haunted" by not telling her late father about her gender identity.

Caitlyn wishes she had been able to confide in William Jenner before he passed away 15 years ago, even though she doesn't think he would have understood.

Asked about coming out to her parents, she said: "That will always haunt me.

"I think eventually he would have come around. He would have never understood, he didn't know anything - gay, trans, all that other stuff. But I'm sure he's looking down from heaven right now and saying, 'Well, you're doing a good job.' "

The 66-year-old star admitted she hadn't known how her mother Esther would react to the news, but she now considers her her "best ally" - even if she sometimes still calls her Bruce.