Cai, who was in Beijing on Saturday to attend the screening of the film, hopes the exhibition can help peel off "the Chinese coats", which have been placed on the works by a hierarchy of dealers, gallerists, collectors and other market players.
He also hopes that this can help viewers discover the values, not market prices, of Chinese contemporary artists.
Part of the Qatar China 2016 Year of Culture, the exhibition is a curatorial commission of the Qatar Museums authority.
One of the QM's other affiliates, Mathaf: Arab Museum of Modern Art, held a solo exhibition by Cai called Cai Guo-Qiang: Saraab (which means mirage in Arabic) in 2011.
In order to pick the artists for the latest exhibition, which runs until July 16, Cai started with a list of 200-odd artists before paring it down.
His choices were made after surveying their past exhibitions and seeking opinions on them from curators in China, Japan and the United States.
In the one-hour film, which is also part of the project, Cai is shown visiting artists' studios in China and abroad and often asking them questions like, "What do you want to do?" and "What do you think is unique about your works?"
The exhibition includes works by veterans, such as Xu Bing, known for his Chinese character-inspired works and huge installations, and Huang Yong Ping, who led China's avant-garde movement in the 1980s and now lives in France.