The memoir details the love life of Thompson, who also was romantically involved with Elvis Presley in her 20s.
Thompson said Jenner also told her, "I have lived in the wrong body my whole life. It is a living hell, and I really would like to move forward with the process of becoming a woman."
Jenner has said she started taking hormones during the '80s, before she met her third wife, Kris Jenner.
But in several interviews following Caitlyn Jenner's transition, there seemed to be some confusion about exactly what she had told Kris Jenner in the past.
And some of the Kardashian-Jenner family members have since said they knew about Jenner's desire to transition before she said anything.
Kendall Jenner told Women's Wear Daily, "I've known since I was a kid. He never confirmed it to me, but I've known for a very long time. It's the same person."
Kim Kardashian also said she knew after she came home one time to see Jenner wearing heels, makeup and a wig.
Jenner told Vanity Fair right after her transition, "If I was lying on my deathbed and I had kept this secret and never ever did anything about it, I would be lying there saying, 'You just blew your entire life, You never dealt with yourself,' and I don't want that to happen."
Thompson's memoir is expected to hit store shelves on Aug. 23.