Caitlyn made international headlines earlier this year by coming out as trans in a two-hour television interview - and later documented her transition in the series "I Am Cait".
Kylie stressed that her relationship with Caitlyn has strengthened since the Olympian transitioned, reported Digital Spy.
"It's an honest relationship, you know? I feel like you can't build a strong relationship if there are secrets. Everything's out in the open and now we're closer.
"I feel like we want to hang out more. I think there was always something on her mind before she transitioned.