From the recent Sports Illustrated cover story by Tim Layden, titled, "An American Hero: 40 years after gold, Jenner comfortable in her own skin":
(In 1988, Jenner said, in an interview with CNN, that he had experimented with banned substances for a brief period during his career but quickly stopped. Today, Caitlyn says, â€œI donâ€™t remember saying that, but I never did anything. I never had a problem getting bigger naturally. And I was scared to death that I would get caught.â€ Feuerbach also says he never used PEDs and never saw them used by others.)
We were really surprised to read this as we've asked about Jenner and PEDs before, but never heard anything. Seems unlikely that you'd say in an interview you experimented with PEDs if it wasn't true. Maybe Jenner was just more open to talking about it back then as the culture wasn't the same in 1988 as 2016.
Either way, we'd like to see the original CNN interview.