The transgender reality-TV personality arrived at the Sunday afternoon event with a half-dozen friends and was greeting with cheers, according to E! News.
"Everyone started chanting, 'Caitlyn, Caitlyn,' " a party guest told the outlet. "She got up and waved and smiled at everyone."
Jenner rocked a white dress and long wavy hair and hung out in a VIP area during Cayne's performance, E! said. She was accompanied by a TV crew taping things for her upcoming docu-series "I Am Cait."
The 65-year-old former Olympian was "dancing with her friends and even flipping her hair," an onlooker told Us Weekly; another noted that she "made it rain" cash on Cayne, who had dedicated the song "I Am a Woman" to her.
"You could tell she was touched by the love and pride of the performance and attendees," guest Dane Steele Green, whose travel company was among the event's sponsors, told "Entertainment Tonight." "She showed grace and beauty and represented what this weekend is all about. Caitlyn was definitely feeling it — yet kept to herself and just genuinely enjoyed the afternoon."
On Monday, Cayne posted an Instagram shot of herself and Jenner, captioning it simply "Pride."
It was Jenner's first public appearance since introducing herself via the cover of Vanity Fair earlier this month.