Although Selina Kyle did appear in the DC TV show’s last episode, titled “The Beginning…,” she was played by Lili Simmons rather than Camren Bicondova, who had been part of Gotham since it ...
Although we do not see Rex in the episode, the reference to him is interesting in the context of the larger DC mythos, as some comic canon confirms him to be the father of Selina Kyle / Catwoman.