Jenner is a supporter of The Mental Health Coalition, a new initiative that brings together celebrities, influencers, nonprofits and brands to change the conversation on mental health.
She and the coalition are asking people to take on the #howareyoureallychallenge and share a video on Instagram about their mental health story.
"What I hope to accomplish is for people to not feel as alone," Jenner told ABC News' Michael Strahan in an interview that aired Friday on "Good Morning America," adding that because of her own mental health struggles she "was so ready to get involved" with the project.
"I was really, really young and I remember feeling like I couldn't breathe and running to my mom and being like, 'Mom, I feel like I can't breathe. Something must be wrong,'" Jenner said of her early struggles with anxiety. "And she, of course, took me to a bunch of doctors just to make sure it was all OK physically, and I was."
"No one ever told me that I had anxiety," she said. "Maybe like three years ago, four years ago, it came back completely full on and I would have crazy panic attacks and finally I kind of got the information that I needed about it."
In her own video for the #howareyoureallychallenge, Jenner shares that she reads a book or meditates in order to calm herself when she gets "a bit anxious," especially now during the coronavirus pandemic when she is less busy.
The Mental Health Coalition's #howareyoureallychallenge comes during May, Mental Health Awareness Month in the U.S., and amid the coronavirus pandemic, which is negatively affecting the mental health of nearly half of adults in the U.S., data shows.
"This is frightening times," designer Kenneth Cole, who founded The Mental Health Coalition, told Strahan. "Everybody today is trying to make sense of it all so I think we're all trying to put the pieces together."
"If there was a safe place to kind of put it out there and share your thoughts, you'll find a lot of comfort and you'll get so much from sharing your your experiences with others who are on the same journey," he said.