The 18-year-old reality TV star admitted that she was aware her father - who was known as Bruce Jenner before her gender transition - wanted to become a woman but that they never spoke about it.
Speaking to Marie Claire she said: "I've always known. It was a secret we just couldn't talk about."
Meanwhile, Kylie previously admitted she likes Caitlyn "better" than Bruce and claimed the pair have a stronger bond now that there's no longer a "huge secret" between them.
She said: "I like her better than Bruce. We talk about make-up and clothes.
"We bond a lot more, but not only that. I feel like there's not a huge secret in the family. I feel like there was always this big secret.
"Honestly, like I'd be with my girlfriends sometimes and he would come in and be like what are you guys talking about and kind of joke around and I knew there was something, but now I feel like we hang out a lot more there's no secrets.
Now Kylie is hopeful her acceptance of the 'I Am Cait' star will help inspire other young people.
She said: "She's really living her authentic true self. And I feel like that's awesome and also I want to be someone from my generation to like be an example because I think that's so awesome.
"I think that other girls and boys my age will maybe see that I'm so accepting and be accepting of other people too."
Bang Showbiz