"Fortunately", she added, "the guy was a really bad shot".
"First of all, nobody deserves what happened out there", Jenner said.
"There's insane people, we have to minimize that kind of stuff. We have to minimise that type of stuff".
Representative Steve Scalise of Louisiana, who is the House majority whip, suffered serious injuries and has had multiple surgeries.
Hodgkinson's attack appears to be politically motivated as he participated in the campaign for Senator Bernie Sanders in last year's presidential election, and more recently signed up to a Facebook group called Terminate the Republican Party.More news: Saudi coast guard kills local fisherman, says Iran TV
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Caitlyn Jenner was heavily criticized by liberals over the weekend after a video surfaced showing Jenner joking about them at a Republican conference in Washington D.C.
She went on to say the U.S.is "doing a better job" with environmental issues, and claimed the Paris Accord was "just a way for the rest of the world to ruin us economically".
Gunman James Hodgkinson opened fire on several Republican members of Congress on 14 June, injuring four people before being shot dead by police.
When asked about the shooting, Jenner initially offered a reserved response. The moderator said it was "not the time or place" for such characterizations.
The crowd present, presumably College Republicans, erupted in applause and cheers, moments after the host had decried the "rhetoric" used around the shooting. That video has since been removed, but portions of it have been posted to YouTube.