"@caitlynjenner and I finally met in person at a special private advance screening of #IAmCait. #TransIsBeautiful #girlslikeus #caitlynjenner," Cox wrote on Instagram.
Cox was joined by a number of well-known transgender women for I Am Cait, which details Jenner's transformation.
The two stars have previously shown their support for each other on social media but have never met in person.
Lavern Cox said she was "deeply moved" after Jenner's ESPYs speech. "I feel like an historic moment happened for my community tonight," she posted on twitter.
In turn, Jenner has said heaped praise on Cox.
"@LaverneCox, you are fierce and fabulous!" Jenner replied on Twitter.
"Your support means the world. Thank you for all that you do for the community. #TransIsBeautiful"
Meanwhile on the internet ...
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Let's hope he brings this to New Zealand!
- nzherald.co.nz, with AAP