Jenner is set to appear on the July cover of Vanity Fair magazine.
Photographer Annie Leibovitz took the pictures at Jenner's Malibu home.
Jenner told the magazine "As soon as Vanity Fair comes out, I'm free."
The magazine also released a short clip of the photo shoot.
Prior to the unveil of Caitlyn, Jenner had said he preferred the pronoun "he."
The vanity fair article now refers to "She."
The issue hits news stands on June 9.
For many in the transgender community Caitlyn Jenner's debut is powerful and inspiring, it symbolizes the successful end of a difficult journey for many in the transition phase.