Caitlyn Jenner looks downcast as she heads to ex Kris Jenner's house - Daily Mail

• e-mail

Caitlyn Jenner has stepped out for the first time since her reality TV show has been axed.

The 66-year-old looked downcast as she arrived at her ex wife Kris Jenner's house in her purple Porche on Thursday. 

She is no longer the star of her own show, having confirmed earlier this week that I Am Cait, which portrayed her life after her gender transition, will not return for a third season.

Scroll down for video 

Downcast: Caitlyn Jenner has stepped out for the first time since her reality TV show has been axed

Axed:The 66-year-old confirmed this week that her reality show I Am Cait will not return for a third season 

But she will appear in Keeping Up With The Kardashians, which perhaps explains her visit to the matriarch's home. 

The pair have clashed in recent times over just how much Kris knew about Caitlyn's transgender identity. 

And Caitlyn has been absent from numerous family gatherings of late, including Kylie Jenner's recent birthday celebration at The Nice Guy.  

Ex factor: Caitlyn paid a visit to Kris Jenner's home on Tuesday 

Caitlyn addressed her show's cancellation on Tuesday, tweeting: 'After 2 amazing seasons of @IAmCait, it's time for the next adventure. Thank you E! & thank you to the best girlfriends I could ask for! (sic).'

E! said in a statement: 'We are incredibly proud of the two seasons of 'I Am Cait,' a groundbreaking docu-series that sparked an important and unprecedented global conversation about transgender people, their struggles and triumphs.

'Caitlyn and E! have mutually decided not to move forward with another season at this time. She will always remain a part of the E! family, and we look forward to continue following her journey as she appears on 'Keeping Up With The Kardashians.''

The series won Outstanding Reality Program at the GLAAD Media Awards this year but ratings fell in season two.

Looking on the bright side: The former Olympian said she is looking forward to 'new adventures'

Olympian Caitlyn - who was previously known as Bruce Jenner - found global reality TV fame on 'Keeping Up With The Kardashians' with her former wife Kris Jenner, their daughters and Kris' children from her first marriage to Robert Kardashian.

Meanwhile, Caitlyn's ex-wife Linda Thompson recently revealed that the star is 'much happier and freer in her feminine self'.

In an excerpt from Linda's memoir A Little Thing Called Life, obtained by PEOPLE magazine, she writes: 'Caitlyn seems so much happier and freer in her feminine self ... I sometimes find it surreal to look into her perfectly made-up, beautiful brown eyes, while remembering the masculine, gorgeous man who fathered my sons. I completely accept, respect, and support Caitlyn, but I must admit, I sometimes miss Bruce.'

Losing its audience: The show debuted strong, but failed to hold onto viewers during its second season