The movie is about the murder trial of her 59-year-old Jenner's ex-husband Robert Kardashian's client OJ Simpson, who was accused of killing his ex-wife Nicole Brown and Ronald Goldman in 1995.
The 43-year-old actress said she hopes to build a long-lasting friendship with Jenner, reported Female First.
"Kris is the most generous woman. I found her to be so lovely and endearing, she welcomed me into her house. Hopefully, we'll end up being friends. I have so much respect for her," Blair said.
Asked if they have arranged any play-dates, she said, "No, but we will. We keep trying to set it up.