The ex-Olympic athlete, who changed her name and transitioned to living as a woman aged 65, said Mr Trump was being "influenced by people around him".
Jenner said her life was "much simpler" now she was living openly as a woman.
Over the past two years, Jenner has become the most famous transgender person in the world.
A Republican supporter who supported Mr Trump in last year's US election, Jenner said she was disappointed the new president had overturned guidance allowing transgender students to use school toilets matching their gender identity.
"It doesn't make me regret my vote yet, but it is very disappointing and I have been very verbal about that," she said.
"I thought Trump would be better on these issues."
Asked why she believed that, she said it was because she had "talked to him", adding: "I will have more conversation with him about it in the future."
She told the programme she was now considering going into politics to promote LGBT (lesbian, gay, bisexual, and transgender) issues.
"I do a lot of political stuff, but it is mostly all behind the scenes," she said.
Asked if she would stand for election, she added: "I have been asked that question quite a bit, to be honest with you - over the next year I'm looking into it.
"I want to know where can I do a better job for my community, in bringing the Republican Party around when it comes to all LGBT issues.
"Is it from the outside? Kind of working on the outside and the perimeter and working with everybody to get the Republicans to change their thinking?
"Or is it better off being on the inside and actually running for a Congress or Senate seat? Can I do more good there? And those are the things that I am evaluating."
Who is Caitlyn Jenner?
Won a men's decathlon gold medal at the 1976 Olympic Games in Montreal, breaking the world record
Became a TV sports commentator, lectured, and published several books
Married Kris Kardashian in 1991, later gaining fresh fame in the popular reality show Keeping Up with the Kardashians
Announced in 2015 that she identified as a woman and two months later revealed she wanted to be referred to as Caitlyn
She is the most prominent athlete to publicly come out as transgender
A reality series documenting her transition, I Am Cait, was screened in July
She has six children with three ex-wives, including daughters Kylie and Kendall Jenner, and four step children with Kris Kardashian, including Kim, Kourtney and Khloé Kardashian
In a wide-ranging interview, she also spoke about how some of her 10 children and step-children have grown closer to her since transitioning, while others have become more distant.
Jenner said some of her children were mourning the "loss of Bruce", the name she lived by before transitioning.
But she said step-daughter Kim Kardashian had been "wonderful" about the subject.
She spoke about how she had maintained Jenner's secret for two years before she transitioned.
"She came up to me one day, after she had moved out and had her own house, and said: 'What the hell is going on with you?'
"And at that time I thought 'it is time to start talking', so I said 'I'll come to your house tonight'."
Her step-daughter, now married to rapper Kanye West, then kept the secret quiet for another two years, without ever bringing it up again, Jenner said.