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Jenner had a six-year decathlon career and won gold in the men's decathlon event at the 1976 Summer Olympics in Montreal.
The reality TV came out as transgender in April 2015 before announcing her name a couple of months later.
The 71-year-old, quite possibly the most famous transgender woman in the world, is running for governor of California.
And in a new impromptu interview with TMZ, Jenner shared opposition towards trans girls being allowed to take part in women's sport.
"This is a question of fairness," Jenner said while out walking her dog and getting a coffee.
"That's why I oppose biological boys who are trans competing in girls' sports in school.
"It just isn't fair, and we have to protect girls' sports in our schools."
Jenner maintained her stance on the issue by taking to Twitter. Sharing the article from her interview, she wrote: "I didn't expect to get asked this on my Saturday morning coffee run, but I'm clear about where I stand.
"It's an issue of fairness and we need to protect girls' sports in our schools."
Jenner's comments come after a slew of US states considering banning trans girls from playing women's sports.
Elliot Page, another high-profile transgender celebrity, has a very different take on the matter.
"If you're not gonna allow trans kids to play sports, children will die," Page said in a wide-ranging interview with Oprah Winfrey.
"And it really is that simple."