On Saturday, the former Olympian, 71, featured Kylie, 23, on her YouTube channel doing her makeup for the very first time. "This is the highlight of my life," Kylie said, to which Caitlyn responded, "It's the highlight of mine!"
"We've been talking about this for forever," the Kylie Cosmetics mogul said as she prepared for the makeup session. "We saved this special moment for you guys because this is going to be the first time that I ever do my dad's makeup."
"Did you ever think that this day would come?" she asked Caitlyn.
"No, did you ever think?" the star replied. "I mean, I was 65 years old before I finally came through this. It's like I had to raise everybody else and I had such a life and finally, it was my time to be me and live my life."
"I didn't think I could do it," she continued, referencing when she came out as transgender in 2015. "And then I did it and you guys have been my best friend. My kids have been absolutely wonderful in all of this."
The pair also discussed why Kylie and her older sister Kendall, 25, still call Caitlyn "dad" after she came out.
"Sometimes people get really confused when Kendall and I still call you dad," Kylie said. "I know we had a talk a few years ago, and you were okay with us still calling you dad. How do you feel about that now?"
"It was one of the best decisions I made," Caitlyn said. "And sometimes this community can be pretty tough, especially when it comes to pronouns and everybody's got an opinion, and on and on and on. But I really felt from the beginning that I got to do it my way that works for me, and everybody out there has to do it their way, which works for them."
"Some people say 'Oh, you're the mother.' No I'm not — I'm the dad, and I've been the dad the whole way. I will be their father until the day they die, or I die," she continued.
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Earlier in the clip, Caitlyn compared her early love of sports to Kylie's passion for makeup.
"Get everything you can get out of every day — wake up in the morning excited about the day," Caitlyn advised her youngest daughter. "You can find that one thing in life that you're so passionate about."
"I found it very young, fifth grade, in sports, and that changed my life, changed me as a person," she added. "And you, at a very young age, you found it in makeup. I mean you just loved it, I always remember you obsessed over makeup."
Kylie, however, joked that Caitlyn wasn't always so supportive of her interest in makeup.
"I remember you used to yell at me for watching all these YouTube videos!" she said.