The film will be presented in the ancient Angkor Wat temple complex in Cambodia, reported People magazine.
It is a project close to Jolie's heart, as the actress adopted her first child, son Maddox, now 15, from a Cambodian orphanage in 2002.
During the event, Jolie said she thinks of Cambodia "like a second home", adding, "Maddox is happy to be back in his country."
"First They Killed My Father" is based on the autobiography of the same name by Cambodian human-rights activist Loung Ung. The memoir tells the true story of the devastation inflicted on Cambodia by the Khmer Rouge communist party in the 1970s.
She added, "I wanted to tell the story to through the eyes of the child's point of view, the love of a family, to show the beauty of the country and understand what Maddox's parents may have gone through."
The movie will be released globally via Netflix later this year.