"All my kids, but especially Kendall and Kylie – having to deal with a father transitioning, it's very, very difficult process with all this history you have in your life," Caitlyn says in a clip from I Am Cait season 2.
VIDEO: Top 3 I Am Cait Season 1 Moments You May Have Missed!
Caitlyn's friend Chandi Moore praises the sisters for how they've handled themselves.
"I know this has not been the easiest thing for you guys to wrap your heads around, but you guys are being real troopers about it," she says in the clip. "We appreciate the love you give Cait and our full community. Because we need it.
Kendall, 20, tells Moore that Caitlyn "got pretty lucky."
"We're all pretty open, accepting, nonjudgmental people. Our whole family," says Kendall.
The model turns to Caitlyn, 66, and adds jokingly, "You're welcome."
On Friday, PEOPLE debuted an exclusive promo for I Am Cait season 2, showing some of the triumphs and challenges of Caitlyn's whirlwind year. Watch the emotional promo here.
I Am Cait season 2 premieres March 6 at 9 p.m. ET on E!