The semi-biographical documentary Sky Ladder: The Art of Cai Guo-qiang features Sky Ladder, a work by Cai using gunpowder, part of his Projects for Extraterrestrials.
More than 1,000 people watched it on big screen in a cinema, the first of such screening on the Chinese mainland, at the recent 20th Shanghai International Film Festival.
The production has been streamed on Netflix to around 190 countries since mid-October in 2016.
The documentary, directed by Oscar-winning Kevin Macdonald, traces Cai's journey from his early days in Quanzhou.
Cai says the filming was "amazing yet confusing".
"For quite a long time, Kevin could not figure out how to develop the story. He and his crew followed me for two years, always asking me questions," he says.
Explaining why he picked Macdonald to direct the film, he says: "They (the producers) offered me a list of directors. But Kevin had never been to China and knew very little about me and my art," he says.
"I immediately said I wanted him. I did not want someone to talk too much about my prizes or achievements. I wanted someone to tell my story through the perspective of an ordinary onlooker," says Cai.
The idea of making the documentary came from a chat with Xiong Xiaoge, a renowned investor and founding partner of IDG Capital, during a flight to Russia in 2014.
Xiong, who was impressed by Cai's artworks, later invited two other investors: Chinese-American businesswoman Wendi Deng and Liu Dejian, chairman of the Fujian-based tech firm Netdragon Websoft.
Cai says he is glad to see the documentary being well received online with scores of 7.4 on IMDb and Rotten Tomatoes.
Some of the scenes capture Cai's daily life, such as an emotional conversation with his sick father.
One scene shows his early years playing a villain in a black and white movie.
Speaking about the future, Cai says he will keep painting and producing gunpowder works.
"I feel I have been lucky. I can do what I want to do."