Caitlyn Jenner's ESPY speech was the "biggest pressure thing" she'd ever done.

Caitlyn Jenner

Caitlyn Jenner

The 'I Am Cait' star was honoured with the Arthur Ashe courage award earlier this year and despite previously competing in the Heptathlon at the Olympic games - when she was known as Bruce Jenner - she had never felt the weight of expectation more than when considering what she wanted to say to raise awareness of transgender issues.

She said: "It's the biggest pressure thing I've ever done. People die over this issue, no one was dying at the (Olympic) games."

And the 65-year-old star later admitted she felt "so vulnerable" up on stage at the ceremony.

Speaking on 'I Am Cait', she said: "I'm standing there, all Caitlyn, totally out. I'm feeling so vulnerable."

Elsewhere on the show, the reality star decided to begin the legal process to legally change her name and gender.

Her friend Drian Juarez, a representative from the Los Angeles LGBT Center, told her: "You have to go through the court-ordered process, which has been streamlined a bit.

"Before you had to have gender-confirmation surgery before you could change your gender marker. There was advocacy done to change that and now you just have to have clinically-appropriate treatment to change your gender marker."