One fan asked: "How far are you into your transition?"
Kai explained: "I'm a baby boy and I have very far to go."
Kai, who has been dating The Veronicas star since November 2018, publicly revealed his gender identity for the first time in June.
He had been hanging with Jess and her sister Lisa, both 34, at LA Pride last month, when one of Kai’s Instagram followers asked him why he was so supportive of the event.
Kai responded: "I don’t really know what you mean by you ‘don’t understand the pride thing’? Maybe I just don’t say it that much because I don’t really see a reason to really say it socially, but I’m a trans male, so that’s why I’m prideful."