Watch Caitlyn Jenner on Why She Won't Play Golf With President Trump

Caitlyn Jenner

Also on Tuesday, Jenner stopped by Late Night with Seth Meyers, where she discussed her life as an athlete, how hard it was for her to come out as trans and, of course, Donald Trump, for whom she voted last November.

Jenner said in NBC's Late Night With Seth Meyers that she became disenchanted when Trump's administration rescinded federal guidelines created to protect transgender students in school.

"My loyalties are not with Donald Trump", she said.

In her forthcoming memoir, Caitlyn Jenner, who came on The Ellen DeGeneres Show a few months after revealing her identity as a transwoman in 2015, claims DeGeneres "took what I said out of context" to make the interview "go viral".

On the backlash to Kendall Jenner's Pepsi ad: "I wish they would have maybe been a little toughter and held [the commercial] out there and said, 'Look this is not about those things. I will come after them".

Jenner, an Olympic gold medalist who previously was known as Bruce, says for years she was approached after speaking gigs by fans urging her to run for office. And I got a voice and they'd better listen, because I will come after them. "And if that's the case, if I find it's on the inside, I would seriously look at it". "And I'll probably figure that out in the future".

Jenner reaffirmed her Republican leanings, saying that she's always "believed in something called the Constitution and limited government", and that the GOP leans closer to limited government than the Democrats, in her opinion.

She's recently created the Caitlyn Jenner Foundation to support transgender rights, and has been very vocal about Trump's revoking of a transgender bathroom policy in February.

Jenner was and still is a Republican, despite the party's anti-LGBT positions. "I believe in minimal government".

"In the book I talk about only one time after the second [1998 civil] trial and the whole thing was over. I ultimately hold him responsible". I like a thriving economy. "There's a lot of issues out there for our community that I'm fighting for and I want the Republican Party to do a better job".

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