The director and his longtime collaborator, Radiohead member Jonny Greenwood, made the film during a trip to northwest India.
"Junun" documents Greenwood recording an album at the 15th-century Mehrangarh Fort with Israeli composer Shye Ben Tzur.
The 54-minute movie will premiere at the festival, which runs September 25 to October 11, the Film Society of Lincoln Center said today.