"We couldn't really prepare the way we normally prepare," Diehl explained. "Normally we go to, I don't know, Valentino or Armani, and say we are shooting a cover and ask if they can give us some clothes [to borrow]. For this, I had to go into stores incognito, so to speak—not like anyone would know what I looked like anyway—and buy stuff. That was actually what was fun."
But that wasn't the extent of the efforts to keep the shoot under wraps, which took "James Bond–esque precautions."
"The secrecy, I have to say, had a lot to do with being discreet and shopping," Diehl said. "We talked to no one. Literally, the people here at Vanity Fair did not know. Three people in the fashion department knew, including me."
And a lot of thought had to go into Caitlyn's look, to make the best first impression. Being Vanity Fair, Diehl said it was clear the look would have to be elegant, but they decided to focus on timeless style rather than cutting-edge fashion.
"Coming from a very fashion-forward family, we sort of thought that the nicest thing to do was to focus on style over fashion," Diehl said, referring to Caitlyn's famously fashion conscious and trend-setting immediate family. "Nothing too bling or too shiny. Kind of keeping it more in the style arena rather than hardcore fashion arena."
Diehl also opened up about the various inspirations she and Caitlyn used to prepare the ensembles, saying that they looked at everything "from Lauren Bacall to The Thomas Crown Affair."
"And just vintage photographs of old Hollywood stars," Diehl added. "A couple of Jackie Kennedys are never wrong."
As for Caitlyn's eventual style, it turns out the former Olympian has remained fit and athletic, meaning she's "easy to dress" and everything looks good on her.
"We had basically a three- or four-hour fitting. I have to say, out of that three- or four-hour fitting, there were only two things we did not like. Everything looks good on her. That just doesn't happen," Diehl revealed.
In the end, the designer shared that it was Caitlyn's confidence and enthusiasm that really made the experience something special.
"She was comfortable, confident, and has absolutely no reason not to be," Diehl recounted. "It was probably the most exciting thing to see—there was real joy in her feeling comfortable and happy in her skin. It was amazing."
Bruce Jenner (various)
Caitlyn Jenner's 'Vanity Fair' stylist opens up about 'amazing' shoot and fashion inspirations
Jul 1976: Bruce Jenner of the USA celebrates during his record setting performance in the decathlon in the 1976 Summer Olympics in Montreal, Canada. Mandatory Credit: Tony Duffy /Allsport
Kris Kardashian and Bruce Jenner during 1995 Jim Thorpe Pro Sports Awards at Wiltern Theatre in Los Angeles, California, United States. (Photo by Ron Galella, Ltd./WireImage)
1976 Olympic Games, Montreal, Canada, Men's Decathlon, USA's gold medal winner Bruce Jenner (Photo by Popperfoto/Getty Images)
SAN JOSE, CA - MAY 25: Bruce Jenner watches the action during the 1991 Bruce Jenner track meet held at San Jose City College in San Jose, California on May 25, 1991. (Photo by David Madison/Getty Images)
DAYTONA BEACH, FL - FEBRUARY 13: Olympic Gold Medalist Bruce Jenner at Daytona International Speedway on February 13, 2010 in Daytona Beach, Florida. (Photo by Kevin Kane/WireImage)
VARIOUS PERSONALITIES -- Pictured: Bruce Jenner -- (Photo by: NBC/NBCU Photo Bank via Getty Images)
CANADA - JULY 30: Leader of the pack: Not succumbing to the temptation to run an easy 1;500 metres; the decathlon gold medal being already assured; Bruce Jenner of the United States strides out in front yesterday on his way to 4:12.81 clocking; excellent for a participant in 10-event combination. His total of 8;618 points broke world record he set earlier this year. In 10 events he achieved 4 career bests; tied one. (Photo by Ron Bull/Toronto Star via Getty Images)
Bruce Jenner and Linda Thompson during Muscular Dystrophy Benefit at Beverly Hilton Hotel in Beverly Hills, California, United States. (Photo by Ron Galella/WireImage)
SAN JOSE, CA - MAY 25: Charlie Jones (left), Bruce Jenner (center, with child), and Ahmad Rashad commentate for television during the Bruce Jenner Bud Light Classic track meet held on May 25, 1985 at San Jose City College in San Jose, California. (Photo by David Madison/Getty Images)
Bruce Jenner during Las Hadas Sweet Sixteen Celebrity Sports Invitational at Las Hadas, Mexico in Las Hadas, Mexico, Mexico. (Photo by Ron Galella, Ltd./WireImage)
Bruce Jenner and Kris Kardashian (Photo by Ron Galella, Ltd./WireImage)
LOS ANGELES - 1991: Kris Jenner and Bruce Jenner pose for a portrait in 1991 in Los Angeles, California. (Photo by Donaldson Collection/Getty Images)
LOS ANGELES - 1991: (Middle row, L-R) Brody Jenner, Kourtney Kardashian, Bruce Jenner, Kris Jenner, Cassandra Jenner, Kim Kardashian, (top row, L-R) Brandon Jenner, Burton Jenner,(bottom row, L-R) Robert Kardashian, Jr., Khloe Kardashian of the celebrity Jenner and Kardashian families featured in the TV show 'Keeping Up With The Kardashians' pose for a family portrait in 1991 in Los Angeles, California . (Photo by Maureen Donaldson/Michael Ochs Archives/Getty Images)
Kris Kardashian, Bruce Jenner and Kendall Jenner (Photo by Ron Galella, Ltd./WireImage)
390465 08: Former Olympic champion Bruce Jenner speaks June 11, 2001 during the 2001 Service to America Awards Presentation Ceremony in Washington, D.C. (Photo by Alex Wong/Getty Images)
Bruce Jenner during 16th Cedars-Sinai Sports Spectacular at Century Plaza Hotel in Century City, California, United States. (Photo by J. P. Aussenard/WireImage)
HOLLYWOOD, CA - DECEMBER 12: Kris Jenner and Bruce Jenner attend the world premiere of 'Ali' on December 12, 2001 at Grauman Chinese Theater in Hollywood, California. (Photo by Ron Galella, Ltd./WireImage)
Bruce Jenner during 2003 Celebrity Sports Invitational Ski Event in Squaw Valley at Resort at Squaw Creek in Lake Tahoe, California, United States. (Photo by A. Nevader/WireImage for InStyle Magazine)
BEL AIR, CA - MARCH 13: Olympian Bruce Jenner attends 'The 22nd Annual Jimmy Stewart Relay Marathon And Family Expo Kickoff' at the Hotel Bel Air on March 13, 2003 in Bel Air, California. (Photo by Jon Kopaloff/Getty Images)
HOLLYWOOD - APRIL 11: Olympian Bruce Jenner and his family attend the film premiere of 'Holes' at the El Capitan Theater on April 11, 2003 in Hollywood, California. The film opens in theaters nationwide on April 18, 2003. (Photo by Frederick M. Brown/Getty Images)
Bruce Jenner during 'Along Came Polly' Premiere at Chinese Theatre in Hollywood, California, United States. (Photo by SGranitz/WireImage)
Bruce Jenner and Brody Jenner during 2005 ESPY Awards - Red Carpet at Kodak Theatre in Hollywood, California, United States. (Photo by M. Caulfield/WireImage)
Bruce Jenner during Dream Foundation's 'A Day To Dream' - July 24, 2005 at Santa Barbara Zoo in Santa Barbara, California, United States. (Photo by Eric Isaacs/FilmMagic)
Bruce Jenner and family during E! Entertainment Television's 2005 Summer Splash Event - Arrivals at Tropicana at The Hollywood Roosevelt Hotel in Hollywood, California, United States. (Photo by SGranitz/WireImage)
Bruce Jenner during Midsummer Night's Dream: A Magic Night of Poker - Arrivals at The Avalon in Hollywood, California, United States. (Photo by Jason Merritt/FilmMagic)
LOS ANGELES - OCTOBER 09: Bruce Jenner, Kim Kardashian and Kris Jenner at the 'Keeping Up With The Kardashians' premiere party on October 9, 2007 in West Hollywood, California. (Photo by Jeff Vespa/WireImage)
TV personality Brody Jenner and father Bruce Jenner pose for the cameras at the 8th Annual Playboy Golf Scramble Championship Finals held at Industry Hills Golf Club at the Pacific Palms Conference Resort on March 28, 2008 in Industry Hills, California. (Photo by Michael Tran/FilmMagic)
LAS VEGAS - APRIL 05: TV personality Bruce Jenner arrives at the 44th annual Academy Of Country Music Awards held at the MGM Grand on April 5, 2009 in Las Vegas, Nevada. (Photo by Denise Truscello/WireImage)
LOS ANGELES, CA - JULY 05: Bruce Jenner sighting on July 5, 2009 in Los Angeles, California. (Photo by Jean Baptiste Lacroix/WireImage)
WESTLAKE VILLAGE, CA - OCTOBER 24: Television personality Bruce Jenner arrives at the Stand Up For Kids Annual Dinner and Auction on October 24, 2009 in Westlake Village, California. (Photo by Michael Bezjian/WireImage)
LOS ANGELES, CA - APRIL 07: (L-R) TV personalities Kim Kardashian, Bruce Jenner and Kris Jenner attend the Bravada International launch party hosted by Kardashian at The Whisper Restaurant and Lounge at The Grove on April 7, 2010 in Los Angeles, California. (Photo by David Livingston/Getty Images)
BEVERLY HILLS, CA - NOVEMBER 11: TV personalities Kris Jenner (L) and Bruce Jenner attend the Endless Youth & Life store opening celebration on November 11, 2010 in Beverly Hills, California. (Photo by David Livingston/Getty Images)
BURBANK, CA - JUNE 10: Television personalities Bruce Jenner (L) and his wife Kris Jenner appear on The Tonight Show with Jay Leno at the NBC Studios on June 10, 2011 in Burbank, California. (Photo by Kevin Winter/Tonight Show/Getty Images for The Tonight Show)
TODAY -- Pictured: (l-r) Bruce Jenner and Hoda Kotb appear on NBC News' 'Today' show (Photo by Peter Kramer/NBC/NBCU Photo Bank via Getty Images)
NEW YORK, NY - JANUARY 23: Bruce Jenner attends the Performance 3D demonstration at 230 Fifth Avenue on January 23, 2012 in New York City. (Photo by Craig Barritt/Getty Images)
BEVERLY HILLS, CA - SEPTEMBER 15: Bruce Jenner and Kris Jenner arrive at the Brent Shapiro Foundation: The Summer Spectacular on September 15, 2012 in Beverly Hills, California. (Photo by Araya Diaz/Getty Images)
WATCH WHAT HAPPENS LIVE -- Episode 723 -- Pictured: Bruce Jenner -- (Photo by: Peter Kramer/Bravo/NBCU Photo Bank via Getty Images)
LAS VEGAS - APRIL 4: Olympic gold medalist Bruce Jenner hits a tee shot during the first round of ARIA Resort & Casino's 12th annual Michael Jordan Celebrity Invitational golf tournament at Shadow Creek on April 4, 2013 in North Las Vegas, Nevada. (Photo by Isaac Brekken/Getty Images for Michael Jordan Celebrity Invitational)
LOS ANGELES, CA - APRIL 08: TV personalities Brody Jenner (L) and Bruce Jenner pose at the Brandon and Leah album release party for 'Cronies' on April 8, 2013 in Los Angeles, California. (Photo by Chelsea Lauren/WireImage)
BURBANK, CA - MAY 06: TV personality Bruce Jenner attends The 6th Annual George Lopez Celebrity Golf Classic To Benefit The Lopez Foundation at Lakeside Golf Club on May 6, 2013 in Burbank, California. (Photo by Michael Buckner/Getty Images for The Lopez Foundation)
LATE NIGHT WITH JIMMY FALLON -- Episode 845 -- Pictured: (l-r) Bruce Jenner with host Jimmy Fallon during an interview on June 4, 2013 -- (Photo by: Lloyd Bishop/NBC/NBCU Photo Bank via Getty Images)
NORTH HOLLYWOOD, CA - NOVEMBER 11: Bruce Jenner arrives at the All Sports Film Festival closing ceremony at El Portal Theatre on November 11, 2013 in North Hollywood, California. (Photo by Axelle/Bauer-Griffin/FilmMagic)
LOS ANGELES, CA - AUGUST 19: Bruce Jenner is seen on August 19, 2014 in Los Angeles, California. (Photo by Bauer-Griffin/GC Images)