The 67-year-old, who was born a man, former Olympian Bruce Jenner, says she was afraid to voice her wish in the world but wrote in her will that she would go to heaven in an female avatar, reported Hollywood Life.
Talking to Diane Sawyer on "20/20", Caitlyn explains, "If I died I was going to be dressed as her, because that's the way I was going to heaven. I'd shock everybody who came to visit the casket."
She eventually came out two years ago and revealed her new identity with her photograph in a corset on Vanity Fair magazine's cover in June 2015.