Caitlyn Jenner's biggest regret

Caitlyn Jenner said not telling her father about wanting to transition will always haunt her.

Caitlyn Jenner will always be "haunted" by not telling her father about her gender identity.

The I Am Cait star - who was known as Bruce before her transition last year - wishes she had been able to confide in William Jenner before he passed away 15 years ago, even though she doesn't think he would have understood.

Asked about coming out to her parents, she wept as she spoke at the University of Pennsylvania last night and said: "That will always haunt me.

"I think eventually he would have come around. He would have never understood, he didn't know anything - gay, trans, all that other stuff. But I'm sure he's looking down from heaven right now and saying, 'Well, you're doing a good job.' "

The 66-year-old star admitted she hadn't known how her mother Esther would react to the news, but she now considers her her "best ally" - even if she sometimes still calls her Bruce.

Caitlyn was also asked by interviewer Buzz Bissinger - who wrote her coming out article for Vanity Fair magazine last year - if she had ever considered suicide and admitted she thought "just take yourself out" when a story was going to be published about her consultation on trachea surgery, one of the steps in the transition process.

She added: "But then I thought, what a horrible way to end my story."

And the former Olympian has no regrets since transitioning.

She quipped: "Girls, I'm on your team and I'm sticking on your team."

- Bang! Showbiz