It's the first picture she has shared of herself since she revealed her new identity on the cover of Vanity Fair earlier this week.
And, alongside the snap, Caitlyn posted an inspirational message to her two-and-a-half million followers.
The Keeping Up With The Kardashians star wrote: "Learn from those who have walked the path before you. #TransIsBeautiful #LivingOurTruth #JustTheBeginning."
In her VF interview, Caitlyn states that "Bruce was always living a lie".
Although it's not clear who the ladies are in the picture, it's clear they bring 65-year-old Caitlyn great comfort.
Caitlyn Jenner (@Caitlyn_Jenner) June 6, 2015
In the photograph, Caitlyn is third from the left and is wearing blue jeans and a loose patterned blouse.
In her Vanity Fair cover story, Caitlyn - previously known as Bruce - revealed that she has been hosting 'girls' nights' at her Malibu home where she could dress as a woman and feel at ease with friends.
And the girls she's standing with aren't the only people supporting Caitlyn.
When she joined Twitter on 1 June, Caitlyn broke the record for the fastest-growing Twitter account, beating President Barack Obama.
After the outpouring of support, she said she was "humbled and honoured".
Fans will get a glimpse into Caitlyn's new life when her eight-part E! series I Am Cait kicks off on 26 July.
She is also set to receive the Arthur Ashe Award for Courage at this year's ESPY awards, where she will be joined on stage by her children.
It will be Caitlyn's first red carpet appearance since her transition.
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