The now-32-year-old posted the photograph which shows himself, just a few minutes old, being held by mom Thompson, while Caitlyn (who was Bruce Jenner at the time) smiles beside them.
"32 years ago today," Brody captioned the snap. "Thank you @caitlynjenner and @ltlindathompson for the gift of life and all my friends and family for the birthday wishes. #blessed," he added.
The intimate family photo was a response to an equally sweet picture Caitlyn shared on her Instagram account earlier in the day, to wish her DJ son Brody a very happy day.
Also choosing a #TBT moment to mark the occasion, Caitlyn opted for a picture of little Brody dressed up in a super-sweet white outfit with a bright red bowtie, a cascade of blonde curls spilling onto his shoulders.
"There's always been a smile on your face and a love for life," Caitlyn, 65, captioned the photo. "Love the blonde locks. Happy birthday son!"
Caitlyn and Brody have had a well-documented tumultuous relationship in the past, but the DJ recently revealed things are much better between them since his father transitioned.
“I’ve known Bruce a long time, and I didn’t really get along with Bruce,” Brody, 31, told E! News in July. “Caitlyn I get along a little more because Caitlyn is actually who she really is, and she’s living her life finally now as the person she always was.”