The brunette beauty arrived separately to her father, and was 'oddly reluctant' to take photos with her at the party, the site reports.
Though the pair were not photographed together on the red carpet, they were pictured by Vanity Fair inside the party, speaking with a third woman.
Caitlyn's relationship with her family has been rocky since announcing her transition in 2015.
'I don't talk about that side of the family, I spent 23 years of my life with those kids it's difficult to talk about it, terribly terribly sad,' she told Piers Morgan on an episode of his show Life Stories.
'I've lost all relationship with them, yes, I don't talk to any of them anymore.'
At the time of that interview, Caitlyn was referring to his stepdaughters - Kourtney, Kim and Khloe.
In the same episode, Caitlyn explained that she was still on good terms with her daughters Kendall and Kylie.