The 19-year-old model insists her father will always have her support and she says he is as "wonderful" as ever as he transitions from male to female.
She told Us Weekly magazine: "I love my dad. He's always been there for me and my sisters.
"He's a wonderful man. And just because he's changing shoes now, so to speak, doesn't make him less wonderful. I will always love my dad, whether he's a man or a woman."
The 'Keeping Up with the Kardashians' star is very close to sister Kylie Jenner and half-sisters Casey Jenner, Kim Kardashian West and Kourtney and Khloe Kardashian and says they can tell one another anything.
She said: "We are all very tight, and we tell each other everything.
"I am so proud of all of them. I spend as much time with them as I possibly can."
The brunette beauty counts Cara Delevingne, Jaden Smith and Justin Bieber among her close friends and admits she feels more comfortable around people who know what it is like living in the public eye.
She said: "I don't know if it's easier, but it doesn't hurt. When you grow up in the public eye, it's a little difficult for others to understand what you are going through sometimes.
"It's not normal to go get a coffee in the morning and have paparazzi follow you. And some people might not understand that. My famous friends get it. We are on the same page."
Take a look at the gallery below for images of Bruce Jenner and related photos.