Previews of the interview were released Friday, in which Jenner says a number of times that her "experience is very different than anyone else," suggesting the benefits her fame and fortune have offered.
"There's nothing better than to wake up in the morning and be able to be your authentic self," she adds.
Jenner also reveals that she had been cross dressing while doing motivational speeches around the country as a champion Olympic athlete. Even during those speeches, as Bruce, he wore a bra under his suit.
Caitlyn Jenner Could Face Criminal Charge For Fatal Crash
"I was very stealthy," Jenner says. "I was good at this stuff. I would literally go back to the hotel room, cross dress walk out around the hotel and they never knew... They don't expect me to be in that position. So you can be a little more stealthy that way because they would never in a billion years think that so I never got caught."
When asked whether she misses Bruce, Jenner says absolutely not, explaining she still does the fun hobbies she did as Bruce such as playing golf, racing cars and flying planes.
As for her conservative politics and thoughts on gay marriage, Jenner explains she hasn't always been onboard with the idea but has come around to it.
She says, "As time goes on like a lot of people on this issue I've really changed thinking here to I don't ever want to stand in front of anybody's happiness. That's not my job. Ok. If that word marriage is really, really that important to you I can go with it."
Miley Cyrus Opens Up About Friendship With Caitlyn Jenner
And while Jenner has been getting comfortable in this transition to womanhood, she is not ready to start dating yet. Turns our that's a bit of a complicated matter all together, whether she'll date women -- as she did as a man -- or date men, now as a woman.
"I like to find a partner in life to share my life with," Jenner says. "Yeah. I'm sure I will at some point. Right now I'm just very busy doing a lot of things and kind of just getting used to where I'm at and who I'm at. As time goes on I'll deal with that subject."