How can I use a function call result in a conditional list comprehension?

I would like to turn this code into a list comprehension:

l = list()
for i in range(10):
    j = fun(i)
    if j:
        l.append(j)

Meaning that I'd like to add only truthy fun() result values to the list. Without the truthy check of that function call, the list comprehension would be:

l = [fun(i) for i in range(10)]

Adding a if fun(i) to the list comprehension would cause two evaluations of fun() per iteration (actually, not always it seems!), thus causing unintended side effects if fun() is not pure.

Can I capture the result of fun(i) and use it in that same comprehension, essentially adding the if j? (Related question here)