But the reality star says there is no "handbook" on how someone should tell their family.
Caitlyn, who used to be known as Bruce Jenner, announced her gender change in a television interview back in April 2015.
Khloe says she now understands it wasn't an easy thing for her stepmother to do that.
"It's not that I'm angry that Bruce was transitioning to Caitlyn," she told ES Magazine.
