DeGeneres - who is married to actress Portia de Rossi - recently interviewed the transgender reality TV star on her chat show and admitted she found it confusing that Jenner wants to be accepted by the world but refuses to show her support for gay marriage.
READ MORE: Ellen lays into Caitlyn Jenner
DeGeneres told DJ Howard Stern, 61, on his Sirius XM radio show: "She still has a judgment about gay marriage. I said, 'You're wanting people to understand and accept you, this is like really confusing to people. And you want us to understand, and that you still have a judgment about gay people and marriage.'
"And she goes, 'Well, she said if the word marriage is that important' ... and I was like, 'It is, because that's the word.' Like, we want the same thing."
DeGeneres told Howard that she is trying to understand Jenner's life change "because I don't fully understand it either" and added: "But I also want everyone to be happy ... which is what I want for her, for me."
Caitlyn, 65, was known as Bruce Jenner before transitioning from male to female earlier this year.
She still embraces many of her Republican beliefs and DeGeneres revealed that Caitlyn didn't dance on her show, saying: "maybe she didn't want to dance with me because I'm a lesbian".
- Bang! Showbiz