Caitlyn Jenner reflects on the final season of 'Keeping Up With the Kardashians': 'The best home movies'

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Phoenix unveiled as Olympic gold medalist on 'The Masked Singer'

FOX's Ashley Dvorkin is joined by the former Olympian to discuss their experience on the hit competition show.

Caitlyn Jenner can't believe the long-running "Keeping Up With the Kardashians" is coming to an end after 14 years. 

The reality TV series just aired its final Season 20 premiere episode last week and the 71-year-old former Olympian told Fox News she's immensely proud of all the things the family has accomplished. 

"The best part for me is watching my kids grow up. I got the best home movies, most professionally done movies," she reflected. 

As for the one thing that she's most proud of when it comes to her children? "To see [my kids] progress from [when they were little] to all the way through where everybody is at today, as a parent, you couldn't be more proud," Jenner shared.

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"I mean, the kids, they turned out to be great kids, kind, intelligent, hard-working, smart kids and going out into the world," Jenner complimented. 

The gold medalist also spoke about her time competing on "The Masked Singer" as the Phoenix. 

Caitlyn Jenner (C) with daughters Kendall Jenner (L) and Kylie Jenner (R).  (Earl Gibson III/Getty Images)

"Honestly, I didn't realize how difficult it was going to be and how much work was really going to go into it," Jenner explained. "It does take a lot of work. You've got songs to learn, your choreography to learn. You're choosing the costumes. It is a lot of work, but it was very rewarding."

Jenner's son Brandon, and daughters Kendall and Kylie Jenner were also supportive of her new venture. 

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"They were very proud that I got through it at least. Yeah, they're big supporters of me and the things that I'm doing. And so I wouldn't expect anything less of them," she said. 

Jenner added how she's tried to lead by example for her 10 kids and multiple grandkids.

Caitlyn Jenner competed as the Phoenix on 'The Masked Singer.'  (Gareth Cattermole/Getty Images)

"I've always tried to teach my kids to take chances to go out there," she mused. "I've always taken chances in my life from going all the way back to when I was a kid and getting involved in sports."

And she also wants to be a positive role model for members of the transgender community who might be struggling with their identity. 

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"There's a lot of young people out there who struggle with their identity and [the trans] suicide rate is over the top," Jenner said. "I want to show people that, no matter who you are, what you are, what time in life you do this and that, once you get through it that, there's a life at the other end."

FOX's Ashley Dvorkin contributed to this report