The story of Akong Tulku Rinpoche was screened at the Samye Ling site he founded in Eskdalemuir.
A Remarkable Life covers everything from his birth in Tibet in 1939 to his murder in China in 2013.
Shortly before his death, he authorised the film to be made which was given its premiere in southern Scotland.
Akong Rinpoche was installed as abbot of a monastery in eastern Tibet at the age of just four having been identified as the reincarnation of the previous abbot.
When he was 19, with China having occupied Tibet and tensions between the countries at their height, he joined a freedom walk over the Himalayas to India.
It took 10 months and of the 200 people who started, only 15 survived.
Akong eventually made his way to the UK in 1959 and acquired an old farmhouse at Eskdalemuir where Samye Ling was founded in 1967.
The film's executive producer Vin Harris told BBC Radio's Good Morning Scotland programme: "I think they travelled around lots of places, there was a story that it kind of reminded them of Tibet.
"There was someone there who was running a spiritual centre and he was ready to move on so they basically took it over.
"They were very much welcomed, particularly in Dumfries, Rinpoche made his family life there and had very good friends here."
Samye Ling was the first Buddhist monastery to be founded in Europe and students later included David Bowie and Leonard Cohen.
It has now grown into a large complex for the study and teaching of Buddhism, with a vast temple at its heart.
From there, Akong spearheaded a range of projects including  ROKPA International, which carries out humanitarian work in Tibet, Nepal, India and Africa.
It was while in China in October 2013 that he was murdered, aged 73, but before his death he authorised the film of his life to be made.
Its premiere at Samye Ling was attended by the current abbot, Akong's younger brother Lama Yeshe Losal Rinpoche.
"We feel that the film is more a message of hope actually - a celebration of his life," Mr Harris said.
"It kind of focuses on the fact that putting compassion into action, rather than being a kind of luxury, is so effective.
"We look at what, as a refugee, he achieved - setting up centres all over the world and helping thousands and thousands of people without compromising that value of compassion."
A feature-length documentary film about the founder of Europe's first Tibetan Buddhist centre in Dumfriesshire has staged its world premiere.