Jose Canseco will prove his support for Caitlyn Jenner by cross-dressing and living as a woman for a week.

Canseco, who was Major League Baseball's former outfielder and designated hitter, said that initially, he didn't completely understood Jenner's decision to come out as transgender, but insisted that he can now see the matter more clearly.

"In the very beginning, I didn't understand it, so I was kind of like, against it," said Canseco of the former Olympic decathlon gold medalist's transition, as quoted by NY Daily News. "Once I watched it more and more, and realized what it really entailed, what he was going through, I started supporting him."

He continued, "Once it's completely done, I will be dressing up and living as a woman for a week. I'm talking about full everything."

Jenner, 65, came out as transgender earlier this year and displayed his transition to womanhood for the public to see, NY Daily News wrote. Last month's ESPYs saw the "I am Cait" star being granted the Arthur Ashe Courage Award.

"Caitlyn's in for a whirlwind. She already has been, but it's going to be crazy," tennis star Billie Jean King said of Jenner, as quoted by ESPN. "I think it's really appropriate that Caitlyn's won the Arthur Ashe Courage Award."

Broadcaster Bob Costas, however, have mixed feelings towards the honor awarded to Jenner. According to him, the move was made by the TV network to gain more ratings and viewership.

"I wish Caitlyn all the happiness and peace of mind in the world," Costas said, as quoted by Newsmax. "However, it strikes me that awarding the Arthur Ashe Award to Caitlyn Jenner is just a crass exploitation play."

According to TMZ, Canseco, 51, will show himself wearing women's clothes and makeup while doing his regular activities, such as playing golf, softball, poker, and bowling. The week-long transition will be shown in his upcoming web-based reality show, "Spend a Day with Jose."

When asked by TMZ whether he is taking dressing as a woman seriously, Canseco replied, "Yes. Of course."

The self-proclaimed "godfather of steroids" last played for the White Sox in 2001, NY Daily News noted. When he was still with the MLB, Canseco and Oakland A's teammate Mark McGwire were labeled as The Bash Brothers.

Canseco also made numerous appearances in reality shows, Fox Sports reported. He attempted to start a mixed martial arts career in the past as well. In 2005, he caused a stir when he revealed in his autobiography, "Juiced: Wild Times, Rampant 'Roids, Smash Hits & How Baseball Got Big," that he, along with other MLB players, used steroids, Newsmax wrote.