"She doesn't want to talk to me," the former reality star claimed.
"That's sad," Caitlyn continued. "I was very very close to Khloe, I mean I had 23 years of raising her. I met Khloe when she was five years old."
However, fans of Keeping Up With the Kardashians know that Khloe and Caitlyn have in fact spoken recently. The pair sat down for a heart-to-heart on the reality show earlier this month, where they talked openly about their strained relationship after Caitlyn transitioned and spoke out about Khloe's mom, Kris Jenner, in her 2015 interview with Vanity Fair.
"I just really feel like over the last year and a half we certainly have grown apart," Caitlyn told Khloe on KUWTK. "Day after day, month after month, nobody calls, nobody checks in. Just, 'Hey, how are you doing?' I haven't gotten that phone call from anybody. You can't help but sit there and think, 'OK, is it because I transitioned? They don't like me anymore?' I want to know what I did wrong, what I didn't do wrong, what I did right, and move forward."
"I don't necessarily want to say you did anything wrong, 'cause I don't know if just because you didn't do something the way maybe I would have preferred that makes it wrong," Khloe responded. "This family, we deal with things very quickly. We don't have time to really process a lot of things because we're always on to the next, and for me, at the time, I just wasn't at a place in my life where I really could invest in new relationships or even something that's this heavy."
"It was very hard for me to experience a lot of new things so quickly and still feeling like I have to protect my mom and certain things that were happening where I felt like they might not have been the most positive," the 32-year-old reality star continued. "But then I was also like, this isn't even my fight to fight anymore. I have my own s**t to deal with, so why don't you guys figure that stuff out. But I don't think Caitlyn is a bad person at all."
In Thursday's interview with Cohen, Caitlyn said that Khloe's comments about her since her transition "pissed me off."
"Of course it hurts. 'Cause she was on Howard Stern and called me a liar," she said of Khloe's January interview, in which she claimed that she "felt betrayed" because "more business people" knew about Caitlyn's transition than she and her siblings did. "And that kind of pissed me off too 'cause I never lied to her, you know, if I didn't tell her everything. First of all, she never asked."
Caitlyn's relationship with her other children has also changed since the release of her memoir, The Secrets of My Life.
"I don't know. We'll see how that goes off in the future," she said of her relationships with 21-year-old Kendall and 19-year-old Kylie Jenner, adding that Kris "called me up and said she never wanted to talk to me again."
According to Caitlyn, stepdaughter Kim Kardashian West has always been supportive. "Kim asked and I brought her in and told her before I did anything. I don't know if I got too heavily into actually transitioning, but I told her all my story."
During a Thursday appearance on The Ellen DeGeneres Show, however, Kim appeared to side with her mom, Kris, explaining that, 'my heart breaks for my mom. You know, because I feel like she’s been through so much and there’s… She’s promoting this book and she’s saying all these things and, you know, I just don’t think it’s necessary. And I just feel like it’s unfair, things aren’t truthful."
A source told ET earlier this month that Caitlyn's relationship with her Kardashian stepchildren had become "distant."
"Caitlyn's relationship with the Kardashians -- Kim, Kourtney, Khloe and Rob -- is distant," the source said. "They will always be nice and cordial with Caitlyn, mainly for Kendall and Kylie’s sake, but their relationship will never be the same as it was with Bruce."
"The man who was in their lives for so many years is gone, and they don’t have the same relationship with Caitlyn," the source added.