"I'm a very fast-paced exerciser. I don't like to do slow things because I get bored, so I love boxing," the 23-year-old said.
"I think it's because it also keeps my mind going - you have to think of so many different things."
Jenner also revealed the one food she can't wait to eat straight after the show: pasta and says that before a big runway, such as VS, she takes deep breaths if she starts to feel anxious. Jenner has been open about her debilitating anxiety in the past and though she thought it "probably sounds stupid" said, "I just try to breathe very slowly and deeply and just chill myself out. Sometimes talking to too many people can make you feel a bit all over the show, so I try to keep to myself and just go and do it."
"Once you do the first walk - I have two looks - once you get the first one over with, it's a lot more chilled," she continued.
The Victoria's Secret Fashion Show is today - November 8th - in New York City. Victoria's Secret is opening the first Australian store in Melbourne's Chadstone Shopping Centre at the end of the month.