"Yes, I thought she was a boy, too," the 45-year-old Atomic Blonde star told The Daily Mail.
"Until she looked at me when she was three years old and said, 'I am not a boy!'
"So there you go. I have two beautiful daughters who, just like any parent, I want to protect and I want to see thrive.
"They were born who they are and exactly where in the world both of them get to find themselves as they grow up, and who they want to be, is not for me to decide."
She continued: "My job as a parent is to celebrate them and to love them and to make sure that they have everything they need in order to be what they want to be, and I will do everything in my power for my kids to have that right and to be protected within that."
Theron adopted Jackson in 2012 and her second daughter, August, in 2015.
The South African star rarely shares photos of her daughters with her 6.3 million Instagram followers.
However, in recent months, she has increasingly opened up about her life as a single mother in the public sphere.
In July this year, she told designer Diane von Furstenberg in an episode of her podcast, InCharge with DVF, that she hopes to raise August and Jackson as women, "who realise that there is absolutely no shame in that game to be in a relationship with yourself".
She explained that her daughters had previously wondered why she didn't have a boyfriend, which provided her the opportunity to teach them about societal pressures on women.
"This idea that somehow women fail when they're not in relationships or that somehow it's their fault, that they must be incredibly difficult – that's why no man wants to touch them."
She continued, "Those are all constructs that we need to change."
Theron previously dated Sean Penn, but since adopting Jackson in 2012, she's raised the two girls on her own.
