Titled "Crossfire Hurricane", the film consists of Mick Jagger, Keith Richards, Ronnie Wood and Charlie Watts, reported Sun Online.
"Mick turned to me at the premiere in London and said how much he loved the film. I had to pinch myself," Morgen said.
The two-and-a-half-hour documentary is based on the band's journey from 1962 to 1981. Now Woods wants a sequel to it as he joined the band in 1975 and does not have much part in current movie.
"He feels a bit slighted because he was only around for a few of the years we covered. He's really pushing for a sequel so he can be in it," Morgen added.
The movie will be released on DVDs on January 7.