Kendall and Kylie Jenner Celebrate Pride and Their Dad Caitlyn: ‘She’s Our Hero’

Caitlyn Jenner told her children one by one of her plans to transition over five years ago.

“Honestly, if one of them had had a problem, I wouldn’t have done it,” Caitlyn, 70, tells PEOPLE in this week’s issue.

For two of her famous daughters, Kendall and Kylie, the transition only brought them closer to their dad.

“When my dad came out as transgender, our relationship grew,” Kendall, 24, says. “She could finally be honest with me. We could talk about deep emotions she was feeling through that time. Growing up my dad was not usually one to talk about her feelings so that was a big step for us.”

• For more from Caitlyn Jenner, pick up this week's Pride issue of PEOPLE, on newsstands Friday

The top model says she's been a "daddy’s girl my whole life" and now, "our relationship grows every day."

"I used to watch old Olympic videos of my dad and wish I could be a part of those spectacular moments with her," she says. "There are so many stories she tells about her life and I love to just sit there and listen. She has lived so many amazing lives in one lifetime. My favorite thing to learn from my dad is about my dad. Inspiring then and inspiring now."

RELATED VIDEO: Caitlyn Jenner Reflects on Coming Out 5 Years Ago: I No Longer Wanted to Silence My Voice

Caitlyn Jenner Reflects on Coming Out 5 Years Ago: I No Longer Wanted to Silence My Voice

Caitlyn Jenner opens up in PEOPLE's Pride Issue about coming out five years ago and the happiness she's found with her life now.

Watching her dad step out publicly (this month marks the fifth anniversary of the former athlete's “Call Me Caitlyn” Vanity Fair cover) about the change even gave Kendall more confidence.

“Because of my dad’s bravery, I’ve learned to love what I love and not be ashamed of it,” she adds. "She’s been my role model since before I can even remember, from sports growing up to now with her wisdom. She’s so brave and I aspire to be as brave as her one day."

Kylie, 22, also found great encouragement in her dad’s coming out. “My dad has always been an inspiration to me, from winning the gold medal at the Olympics to getting her pilot’s license,” the cosmetics mogul says. “However, watching her live out her true self has been the most inspiring of them all.”

The sisters agree, "She's our hero."

Evan Agostini/Invision/AP/REX/Shutterstock Kendall and Caitlyn Jenner at the 2019 Oscars

Earl Gibson III/Getty Caitlyn and Kylie Jenner in 2017

Of course, Caitlyn had her doubts along the way.

When she picked up her new driver’s license in July 2015, “it was so emotional,” the Stories of My Life author says. “There I was. Caitlyn Marie Jenner. But then, I wondered, did Bruce deserve to be thrown away like this? He did a lot of good things. He raised 10 kids. But I wasn’t turning around.”