The revelation was made in Vanity Fair, which tweeted an image of Jenner on the cover of its July issue.
"If I was lying on my deathbed and I had kept this secret and never ever did anything about it, I would be lying there saying, 'You just blew your entire life,' " Jenner tells the magazine's Buzz Bissinger.
Jenner, 65, described to ABC's Diane Sawyer in April a lifelong struggle with gender identity.
As NPR's Christopher Dean Hopkins reported at the time: "Jenner told Sawyer that he hoped that being public with his identity and struggle might help change perceptions and increase acceptance of transgender individuals."
As ABC's Sawyer noted at that time, the prime-time interview was Jenner's last as Bruce, but Jenner was still most comfortable with male pronouns. That appears to have now changed — as Vanity Fair referred to Jenner using the female pronouns "she" and "her." And, the magazine notes, Jenner says: "I don't really get hung up" about it.
Jenner's children and her stepchildren, the Kardashians, have all expressed support for the change.
Here's more from Vanity Fair:
"Jenner tells Bissinger about how she suffered a panic attack the day after undergoing 10-hour facial-feminization surgery on March 15 — a procedure she believed would take 5 hours. (Bissinger reveals that Jenner has not had genital surgery.) She recalls thinking, 'What did I just do? What did I just do to myself?' A counselor from the Los Angeles Gender Center came to the house so Jenner could talk to a professional, and assured her that such reactions were often induced by pain medication, and that second-guessing was human and temporary."