The 65-year-old former Olympian was dressed in all white and arrived with girlfriends to see Candis Cayne's performance. E! cameras were also in tow for her docuseries I Am Cait.
During the performance, Caitlyn whipped out her phone to snap pics of the transgender actress and performance artist. Candis even dedicated the song "I Am a Woman" to her, and according to E! Online, Cait made it rain cash on the partygoers.
While she was partying at Pride in NYC, she didn't forget to wish daughter Khloe Kardashian, who turned 31 this weekend, a happy birthday on social media, sharing a sweet photo of them together.
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Gallery | Stars Support Caitlyn Jenner