The former Olympian unveiled her female identity on Vanity Fair's cover earning praise from family, friends and President Barack Obama for going public with her transformation.
Jenner, 65, posed in a one-piece outfit on the cover with the headline "Call Me Caitlyn".
In the interview to the magazine, Jenner said she felt as Bruce she was lying to the world and this cover shoot will change everything.
"As soon as the Vanity Fair cover comes out, I'm free. Bruce always had to tell a lie. Every day he always had a secret from morning till night. Caitlyn doesn't have any secrets," she said.
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"I'm so happy after such a long struggle to be living my true self. Welcome to the world Caitlyn," she wrote.
Obama and many Hollywood celebrities lauded Jenner's decision to come out as woman.
"It takes courage to share your story," Obama tweeted in response to Caityln's first tweet. "Your story matters in the fight for LGBT rights," he added.
Jenner's step daughters Kim and Khloe Kardashian also showed support for her, on Twitter.
Her daughter Kendall tweeted, "Now that's a cover. Be free now pretty bird."
Comedienne Ellen DeGeneres called Jenner "brave". "My hope for the world is that we can all be as brave as @Caitlyn_Jenner," she wrote on her Twitter page.
"Caitlyn, thank you for being a part of all of our lives & using your platform to change people's minds," said pop star Lady Gaga.
"Thank you @Caitlyn_Jenner for sharing the gift of your beautiful authentic self inside and out!" she tweeted.
"Is there anything more beautiful than being exactly who you are?! This is so inspiring!" wrote actress Emma Roberts alongside the cover of Vanity Fair which has Jenner on it.
"CAITLYN!!! Love this. So happy for her," tweeted actress Kerry Washington.
The reality star has a public appearance planned for July 15 at ESPN's ESPYs in Los Angeles during which Jenner will be awarded the "Arthur Ashe Courage Award".
Ten Kardashian and Jenner children are scheduled to be present for the event.