The Orange Is the New Black star, 31, posted an Instagram with Jenner, 65, writing: "@caitlynjenner and I finally met in person at a special private advance screening of #IAmCait. #TransIsBeautiful #girlslikeus."
This isn't the first time Cox has publicly praised Jenner. Last week she took to Instagram to support Jenner after she delivered a moving speech and accepted the Arthur Ashe Courage Award at the ESPY Awards.
Cox, a vocal trans advocate herself, posted a photo and quote of Jenner and added: "Love this. Go Caitlyn. #TransIsBeautiful"
Jenner's pal Candis Cayne, who made history in 2007 as the first actress to land a major role as a transgender character in prime-time television, also attended.
Cox previously praised Jenner in Entertainment Weekly's LGBT issue.
"Her authenticity, her vulnerability is beautiful. Her love of family is so beautiful," she said. "Caitlyn is dynamic and has a sense of purpose and vision."
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Jenner's docuseries I Am Cait premieres Sunday at 8 p.m. ET on E!.