It was announced last month that the 20th and final season of the E! reality TV show will be broadcast next year, after 14 years on air.
KUWTK premiered in 2007 and made worldwide stars out of the family.
Jenner, who appears in MTV Cribs on Monday night, said: “Some of the best times of my life were with my family shooting that show.
“I will miss that, but fortunately all of my kids are doing extraordinarily well and I don’t have to worry about them.”
The 70-year-old star, who was born Bruce and was an Olympic gold medal-winning decathlete before coming out as a transgender woman in her 60s, also addressed her own future in the public eye.
She said: “Right now I’m not doing a reality TV show.
“However, I do consider my YouTube channel reality television and I will continue with that. So make sure you subscribe.”
Speaking about her hopes for the next three to five years, she said: “Peace and tranquillity in the world.”
Jenner, who has six children, was most recently married to Kris Jenner and the pair have two daughters – Kendall and Kylie Jenner.
She took MTV on a tour around her house in Malibu, California, for the latest series of the show, which allows viewers into the homes of the rich and famous.
Jenner suggested the public would be surprised by the relatively small size of her home.
She said: “I think people will be surprised that it’s not actually that big of a house. Although the property’s big – it sits on 12 acres – the house itself isn’t as big as people may think.
“I think people have this perception that you’re supposed to have this huge home. I’ve had those in the past and I’ve decided that I would like to have something smaller and more manageable.”
Jenner refused to say which of her children’s homes she preferred, adding: “All of my kids’ homes are just phenomenal, but I’m not going to say which one I like the best.”
She also struggled to decide whether her Porsche car or plane were her most lavish purchases.
– MTV Cribs premieres at 8pm on Monday on MTV.