I think she's Normal-type! Just look, she looks like Wigglytuff and others Normal-type Pokémon.
Discarded types (because how it looks): Rock, Steel, Ghost, Dragon, Ground
Poison, Flying, and Figthing are also options, in that order of odds, but I don't think so.
I love Caterpie, he's a so adorable little bug! ♥ (Also, sorry for my English, I'm still learning it and I'm not a native speaker).