The 70-year-old reality TV star - who came out as a trans woman in 2015 - took part in the ITV jungle show last year.
Jenner was asked on Loose Women if she felt under pressure to wear a bikini on the show.
She looked emotional as she replied: ““You have no idea the anxiety I’ve gone through to wear a bathing suit. That was like the biggest…I did it first on my show I Am Cait and I was scared to death. I didn’t want to.”
Jenner added: “When you go in they give you dos and don’t, no swearing, but nudity’s okay. I said, ‘Wait a second, this doesn’t seem right!’ To be honest, I knew they wanted to get some kind of shot of something like that and I wasn’t about to give it to them. It’s private moments.”
The former Olympic athlete and Keeping Up With The Kardashians star - who underwent gender reassignment surgery in 2017 - did wear a black bikini to use the shower on the reality show, but her fellow campmates former a curtain of towels around so she could have privacy from the cameras as she changed.
Jenner said she took part in I’m A Celebrity as a statement.
She said: “I think it’s very important the gender non-conforming world or the trans world, we’re not hiding. I’m out there. I’m going to live a life. I want people to see that - that I’ve had a life and that life is good.”
A spokesperson for ITV declined to comment.