The "deeply personal" interview will be played in cinemas on October 10 to accompany the screening of The Sex Life Of Bandages - a recording from the Australian leg of his last-ever tour.
In the interview, filmed exclusively for the one-night cinema screening of the show, the Glasgow comic muses on his career, life and legacy.
The footage was recorded in 2015, shortly before his Parkinson's Disease diagnosis saw "the Big Yin" retire after 50 years of performing on stage.
Sir Billy said: "Considering I tend to die in all my Hollywood movies, I'm delighted to appear in cinemas and be alive and well at the end!"
Cinema locations showing the film have not yet been announced, but tickets for the screenings go on sale on July 17 and will be available at BillyInCinemas.com.