"I feel way too young to be a trailblazer," the Orange Is the New Black star quipped on The Late Late Show with James Corden. "Support my delusion."
"She's 15 years old!" Corden told the audience.
All joking aside, the actress is proud of her pal – and thrilled that their very different experiences while transitioning from male to female are examples for people from all walks of life.
"What i think is so beautiful about this, my visibility and Caitlyn's visibility, is that diverse representations of trans people in the media I think are so important," she said. "When I think about transitioning in my 20s as a black, transgender woman who was working class and struggling to make it in New York City, it's completely different than Caitlyn's very public experience."
Though she and Jenner, 65, only met days ago during a private screening of her reality show I Am Cait, they've been corresponding for a while – and gushing about each other in the press.
"She called me the day after her ESPYs speech, actually," Cox said. "She's such a sweet woman, loves her family, and just thinking about the paparazzi life that she has, I don't want that life."
Cox also teased the first episode of I Am Cait, which premieres Sunday at 8 p.m. ET on E!, saying it shows how the Olympic icon has to change cars throughout the day to try and avoid the photographers who track her every move.
"There's no way she could have transitioned privately," Cox said, "and I think she's doing it very eloquently and beautifully and publicly."