EXCLUSIVE: Linda Thompson Opens Up About Caitlyn Jenner Marrying Kris After Coming Out as Transgender

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When it comes to Linda Thompson's relationship with her ex, Caitlyn Jenner, it's complicated.

Thompson sat down with ET for an intimate sit-down to talk about her new memoir, A Little Thing Called Life: On Loving Elvis Presley, Bruce Jenner, and Songs in Between, candidly discussing her five-year marriage to Jenner, as well as Jenner's later decision to marry Kris Jenner. Jenner married Kris in 1991, which was after she had told Thompson that she was transgender, ultimately leading to their own 1986 split.

Thompson says she was actually "thrilled" and "delighted" about Jenner’s new relationship because she wanted her ex to be happy, but now acknowledges she was "naive" about Jenner still wanting to be a woman.

WATCH: Caitlyn Jenner Says Ex Kris Brought Her 'Back to Life,' Calls Kids Her 'Greatest Accomplishment'

"In my naivety and my ignorance, I didn't know that she was still repressing who she was," Thompson, 66, tells ET's Nancy O'Dell. "I thought, 'Well, maybe she's found a way to live with this and to move on.' And again I'm thinking, in those days, I'm thinking 'he.' I was thinking maybe he has found a way to repress this further and to move on with his life and to find a partner in a new life."

"Honestly, I was so happy for Bruce because I loved Bruce ... and Bruce felt like my brother," she adds. "You know, I wanted him to be OK and I was just thrilled he'd found someone who had four children, and someone who understood what it was like to be a parent -- you know, just to have that great family life again. ... I thought he had found his forever and he pretty much had."

Thompson praises Jenner's long-lasting third marriage -- 23 years -- but says she didn't watch Keeping Up With the Kardashians. Although she had nothing but good will towards the union, she admits that Jenner being transgender did cause her to have doubts about her own identity.

"I questioned everything about myself," Thompson says. "I questioned everything about life and what I knew of life. I questioned my own femininity, my own sexuality, my own intelligence, where I was going to go in the future with my life, and what would happen to my children. I questioned everything."

"It was devastating," she continues. "I was unearthed. It was a crazy time."

WATCH: Kris Jenner Says Caitlyn Never Told Her 'I Want to Be a Woman' in Tense Conversation

Thompson and Jenner married in 1981, after she dated Elvis Presley for more than four years. They have two children together -- 35-year-old Brandon and 33-year-old Brody.

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"I had this normal, wonderful, athletic, down to earth, free and easygoing guy, that I fell in love with, and who fathered two children, two sons with me," Thompson says about her initial relationship with Jenner. "So, I really felt I had found my normal, until my world collapsed."

The beauty pageant winner found out Jenner was transgender 30 years ago, and says she was "completely blindsided." At the time, Brody was just 18 months old, and Brandon was three years old. The two went to therapy, where Thompson educated herself on transgender issues.

"In my naivety and my ignorance, I thought it was something that possibly we could fix, and if we couldn't fix it and stay together, at least I could educate myself and understand better what was happening in my life for my family," she says.

Though nothing could prepare Thompson for the devastation she felt when she saw Jenner dressed as a woman for the first time.

"I was invited by my then-husband to come to New York to be with him on a weekend trip -- and this was in the midst of all the turmoil in my mind and in her mind," she recalls. "So, I thought she asked me -- or I didn't think 'she' at the time, I thought 'he' -- asked me to come to New York. I thought maybe we can get past this. Maybe, you know, he can kind of subjugate those feelings and put everything aside and move on. So that's the spirit in which I went to New York to be with my husband, and when I knocked on the hotel door, she opened the door as Caitlyn as we now know her -- full makeup and fully dressed as a woman. So it was devastating to me to see because I had envisioned Bruce opening the door, but it was helpful in my process."

"I crumbled," she admits. "I think I just fell down in the hall of the hotel. I crumbled and she was very apologetic. She said, 'I'm very sorry, but I just think you need to see who I truly am.' ... So then I finally got it. But it took a while for me to fully grasp and to assimilate it into my consciousness that that's who she really was."

Thompson says Jenner wanted to transition but stay married to her, but the two eventually decided to split less than a year later.

"About six months we stayed together after she came to me with her revelation, we continued in the therapy, we continued to put on the face of a marriage," she recalls. "We pretended that we were still together, and we were to an extent. But after about six months I realized this is what she needed to do, who she authentically was, and I need to move on with my life."

These days, Thompson says she's "very cordial" with Jenner and they actually see each other more than in the years after their divorce. Most of all, she is happy that Jenner is able to be herself. Thompson recalls one particularly "jarring" incident when a neighbor saw Jenner dressed in women's clothing, and Jenner lied and said she was going to a Halloween party even though it was July at the time.

"You can imagine the agony that she went through, and I reminded myself every time I would feel slighted or hurt or cheated, you know, I would think about her -- and her feelings and how she must have felt far worse than I," Thompson says. "I saw the agony, I saw the pain, and the hurt, because she felt for her family too."

"You know, she didn't want to disrupt her family," she notes. "She didn't want to lose her family, she didn't want to hurt her children, she struggled. It was a lifelong struggle for her, being in Bruce Jenner's body."

WATCH: EXCLUSIVE -- Caitlyn Jenner Is 'Proud' of Dad-to-Be Rob Kardashian -- 'Things Are Going Well' 

Thompson says she's now "delighted" whenever she sees Jenner.

"I enjoy her very much -- she's the same person, she's the same entity, she's the same living, breathing entity, the same soul, just a different facade," she says. "But it's kind of difficult, again, to grasp the concept that the man -- the very handsome, athletic, muscular man that I fell in love with -- is now this lovely, feminine woman, who identifies and thinks like a woman, but did back then too. I just didn't know it."

Tune into ET on Tuesday for more of our exclusive interview with Thompson.

ET also chatted with Thompson last April, when she gave her thoughts on Caitlyn's much talked-about interview with Diane Sawyer. Watch below:

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