Caitlyn Jenner Considered Having a Sex Change in Denmark in 1985, Ex-Wife Linda Thompson Reveals

Linda Thompson with her ex Caitlin Jenner, who was then called Bruce. (Photo: SUPPLIED BY IPOL/GLOBE PHOTOS)

Caitlyn Jenner kept her true identity as a transgender woman hidden from the world for decades – but in 1985 she gathered the strength to share her secret with then-wife Linda Thompson.

In Thompson’s new memoir, A Little Thing Called Life, excerpted exclusively in this week’s PEOPLE, the star opens up about the confusion and desperation she felt as she struggled to come to terms with Jenner’s desire to transition from male to female.

In 1985 – after the birth of their two sons Brandon and Brody – Jenner (then known as Bruce) confessed to Thompson that she identified as a woman.

Thompson – who famously dated Elvis Presley before marrying Jenner in 1981 – recalls in her memoir that Jenner told her, “I am a woman trapped in a man’s body.”

Jenner with son Brandon. (Photo: COURTESY LINDA THOMPSON)

Thompson writes, “ ‘Whoa, Bruce, honey, have you looked in a mirror?’ I protested. ‘You are the epitome of the ideal man!’ ”

She says that Jenner responded, explaining, “I have lived in the wrong body my whole life. It is a living hell, and I really would like to move forward with the process of becoming a woman.”

The couple then went into therapy together, where a devastated Thompson hoped Jenner would change her mind.

For more of Linda Thompson’s relationships with Elvis Presley and Caitlyn Jenner, pick up this week’s issue of PEOPLE

“As we tried to work through our feelings,” Thompson recalls now in her memoir, “Bruce told me he was considering traveling out of the country, possibly to Denmark, to try to have the gender reassignment surgery anonymously and then come back as a female.”

“'What about our children?’” Thompson says she asked at the time.

Linda Thompson’s book A Little Thing Called Life.

“He thought maybe he would reenter their lives as a female relative,” Thompson writes. “He was grasping for a lifeline. As devastated as I was, my heart bled for Bruce.”

Jenner told Thompson she still loved her and hoped to stay married to her after transitioning – but Thompson knew then that their relationship was over.

She kept Jenner’s secret for years, even from their sons.

“I felt such an obligation to keep Bruce’s gender dysphoria his secret that I did not even tell my sons until they were 31 and 29 years old, respectively,” Thompson writes.

She adds, “I wanted them to experience enough life and garner enough knowledge, confidence and compassion to be able to deal with their father’s true self.”