Caitlyn Jenner regrets not talking to her father about her gender identity.
During a conversation with Buzz Bissinger -- who wrote her Vanity Fair article, and is helping Caitlyn write her memoir -- in front of a sold-out crowd at the University of Pennsylvania, the 66-year-old former Olympian revealed that not opening up to the late William Jenner is a decision "that will always haunt me."
"I think eventually he would have come around," she said. "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 reality star added to audience applause.
William Jenner, a World War II veteran, died 15 years ago.
Caitlyn also shared the apprehension she felt at how her mother, Esther, would take the news. However, while revealing that she still sometimes calls her "Bruce," the 89-year-old has become Caitlyn's "biggest ally."
Since Caitlyn's 20/20 interview with Diane Sawyer last April -- which drew 17.5 million viewers -- she has gone on to be a major transgender figure, using her E! docuseries, I Am Cait, to spread awareness on gender identity issues.
In December, ET learned that a followup to the groundbreaking interview is set for sometime this year.