Caitlyn Jenner used to check into hotels to cross dress before her transition.

Caitlyn Jenner

Caitlyn Jenner

The 'I Am Cait' star - who was known as Bruce Jenner before undergoing a gender reassignment last year - admits she spent all her time "scared to death" her secret would be exposed.

She said: "My whole life, I was scared to death that I was going to get caught, I would go out to a hotel and I would cross dress. I would walk around the hotel and I kept thinking, 'Why am I doing this? Is it because of the excitement of it? Is it because of the possibility of getting caught?' I was afraid of being outed in the media, it was scary."

And the 66-year-old star says there was never a right time to be open about her true identity even though she battled with "gender issues" her whole life.

But the retired Olympic gold medal-winner turned to sports in her formative years as a distraction to her problems.

She told new! magazine: "My life has constantly been about diversions and not dealing with myself. I had all these issues as a young kid. I had gender issues back in the 50s and 60s that you couldn't talk about. But I found one thing to hide behind and that was sports. I didn't have to think about or deal with the rest of the world."