Caitlyn Jenner steps out to celebrate New York LGBT pride

EXCLUSIVE VIDEO:  Caitlyn Jenner Makes Surprise Appearance At NYC Pride

Caitlyn Jenner has earned herself a party, dammit.

And on Sunday, party she did, when she stepped out during New York City's LGBT Pride celebration. Caitlyn, 65, stopped by an event at PHD Rooftop Lounge at the Dream Downtown Hotel in Chelsea.

She made quite the entrance, arriving to the applause of fellow partygoers, with some screaming, "We love you, Caitlyn!"

WATCH: New 'I Am Cait' promo shows Caitlyn getting glam, motorcycling

Caitlyn, who wore a flowing white dress, apparently had her E! cameras in tow, filming the festivities for her upcoming eight episode docu-series, I Am Cait, which premieres on July 26.

But honestly, it looks like it was more play than work.

EXCLUSIVE: Get details on the motivation speech Caitlyn gave trans youths

Check out the pictures from reactions to Caitlyn Jenner's announcement:

Caitlyn Jenner is introduced to the world
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Caitlyn Jenner steps out to celebrate New York LGBT pride
In this June 1, 2015 photo, a journalist looks at Vanity Fair's Twitter site with the Tweet about Caitlyn Jenner, who will be featured on the July cover of the magazine. Caitlyn Jenner, the transgender Olympic champion formerly known as Bruce, on Monday unveiled her new name and look in a sexy Vanity Fair cover shoot -- drawing widespread praise, including from the White House. Lesbian, gay, bisexual and transgender campaigners -- and many well-wishers -- welcomed the high-profile debut, as did the 65-year-old Jenner's family, which includes the media-savvy celebrity Kardashian clan. 'I'm so happy after such a long struggle to be living my true self,' Jenner wrote in her first tweet after the magazine released the July cover photo by renowned photographer Annie Leibovitz. (Photo credit Mladen Antonov, AFP/Getty Images)
Great day yesterday for Father's Day. We had so much fun off-roading. So much love and support! Love my family!
The best thing about being a woman is the prerogative to have a little fun #Caitlyn #ServingCindyMcCainRealness #TransRepubsAreTheBestRepubs (dying for that old school glamour waist to breast ratio)
A photo editor views the July cover of Vanity Fair featuring Caitlyn Jenner on June 1, 2015 in Westwood, California. Formerly known as Bruce Jenner, Caitlyn Jenner is an Olympic atlete who came out publicly as transgender in a televised interview with Diane Sawyer. (Photo by Frazer Harrison/Getty Images)
Caitlyn Jenner poses for Annie Leibovitz on the cover of Vanity Fair #CallMeCaitlyn
SO gorgeous!!!! RT #BruceJenner's first photo as a woman revealed! Meet #CaitlynJenner HERE! #CallMeCaitlyn
Finally free. This made me stop. The feeling of freedom. You go @Caitlyn_Jenner!
#CallMeCaitlyn: Caitlyn Jenner was photographed by Annie Leibovitz for @VanityFair cover
BEAUTIFUL!!! #callmecaitlyn
CAITLYN!!!!!!!!!! Love this. So happy for her.
Caitlyn? But why isn't it Kaitlyn with a K? (Bravo, Ms. Jenner!)
Congratulations Caitlyn
❤️RT @VanityFair: I’m not doing this to be interesting. I’m doing this to live #CallMeCaitlyn
#CaitlynJenner has truly broken the Internet. What a moment.
❤️🔥🔥🔥🔥 YAS 🔥🔥🔥🔥❤️
Caitlyn Jenner for Vanity Fair 📷 Annie Leibovitz! How beautiful! Be happy, be proud, live life YOUR way!
now that's a cover.

Caitlyn was with a group of girlfriends, including trans actress Candis Cayne (Dirty Sexy Money, Elementary), and according to Us Weekly, Cayne at one point dedicated the song "I Am a Woman" to Jenner. Later, Caitlyn returned the favor by making it rain cash all over Cayne while she was dancing.

And if that doesn't scream Pride, we don't know what does.

More on the Kardashians:

Kim Kardashian Calls Caitlyn Jenner a 'Tomboy,' Says Brother Rob Is Happy

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