The movie was premiered two weeks ahead of its nationwide release on July 1, reported Aceshowbiz.
Schwarzenegger, 67, got warm greetings from his fans as he took photos with them, shook hands, and signed autographs for them.
Before screening the movie, the "Commando" actor thanked the military men and women for their commitment and contribution for the United States.
"This is the land of opportunity and the greatest county in the world because of you," he said.
The actor later posted a 10-second video on his Facebook page to share the moment and to thank the Marines for their service.