"Nicole was an amazing friend," Jenner tells PEOPLE exclusively in this week's issue. She is speaking out ahead of the release of the FX series American Crime Story: The People v. O.J. Simpson, which details the infamous murder trial.
"There were some really great precious moments we shared, [ones] that you have when you spend your life with someone."
Some of those moments were painful ones, however. "Before I got pregnant with Kendall, I had a miscarriage at three months," Jenner, 60, reveals. "Nicole really got me through that."
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Continues Jenner: "In the middle of that, she said, 'I'm going to give you all of my maternity clothes.' Allen Schwartz made Nicole this entire wardrobe of maternity dresses. She had them in every color. And she gave them all to me."
For more from those closest to Nicole Brown Simpson and Ron Goldman on their lives, deaths and the trial that shocked the nation, pick up this week's issue of PEOPLE on newsstands Friday.
When her daughter was born, less than a month after the trial ended with O.J. Simpson's acquittal, Jenner named her Kendall Nicole, to honor the friend who had supported her.
Says Jenner: "One day I'll hopefully be able to say to God, 'Why did you take her so young?' But [until then], it gives me great comfort to say my prayers and talk to her. I loved my friend really hard. And [her death] was a loss for so many."
American Crime Story premieres Feb. 2 on FX.