The 59-year-old Keeping Up With the Kardashians momager talked about it on Access Hollywood in an interview posted online this week.
"Can you call Caitlyn, Caitlyn?" host Billy Bush asked her.
"No," Kris replied. "I say, 'Jenner.'"
Caitlyn, 65, has not responded.
The reality star and Olympian, formerly known as Bruce Jenner, had earlier this year revealed in a TV interview that she was transitioning from a man to a woman. She debuted her female name and look, following plastic surgery, in a June 1 Vanity Fair cover story and photo.
Caitlyn hosted a name-changing ceremony for her and her friends on her E! docu-series I Am Cait and recently filed paperwork to have her name changed legally from William Bruce Jenner to Caitlyn Marie Jenner and for a judge formally declare her a woman.
The former couple was married for 23 years. They split in October 2013 and finalized their divorce late last year. Caitlyn shares daughters Kendall Jenner, 19, and Kylie Jenner, 18, with Kris and also helped raise her daughters Kourtney Kardashian, 36, Kim Kardashian, 34, Khloe Kardashian, 31, and son Rob Kardashian, 28.
In July, Kris, 59, had visited her ex at her Malibu home for what marked the first meeting between the two since Caitlyn revealed she was transitioning. A tense and tearful face-to-face meeting was shown on I Am Cait.
"You're sensitive and amazing to all these new people in your life, you're just not so sensitive and amazing to the family that you left behind," Kris tells her ex.
On the season finale, they were seen sharing a sweet moment together.
"Are we going to start hanging out together?" Cait asks her.
"Sure, you can come over for a drink," Kris responds, adding, "I just want to get to a place where it's comfortable for us to share celebrations together."
In her interview with Access Hollywood, Kris said Caitlyn came over for a drink the night before.
"And that was nice," she said.
Keeping Up With the Kardashians returns to E! this Sunday at 8/c!