KiTTY uses the Windows registry to save all its configuration (sessions, host keys, parameters). The key is [HKEY_CURRENT_USER\Software\9bis.com\KiTTY].
For safety reasons, this key is always saved each time the configuration is modified (when you quit the configuration dialog box).
The file name is kitty.sav. This file is located in the same place as kitty.ini : the directory %APPDATA%\KiTTY.
NOTE: When using KiTTY for the first time, both registry key and configuration are empty. So that the software will copy all sessions defined in the PuTTY registry key if there are any.
You can also encrypt this file and protect it with a password. To protect the file, open any session and open the special command input box by pressing the CTRL+F8 keys. Then type /configpassword followed by the password.
This was taken directly from the official kiTTY website located here.