Born in Quanzhou, in East China's Fujian province, Cai rose to international fame for using gunpowder to create paintings and on-site projects.
His reputation at home grew after he designed the fireworks display for the opening ceremony of the Beijing Olympics in 2008.
One of his recent works that created a sensation is Sky Ladder, in which a 500-meter-high ladder is pulled up using balloons and then blown up using gunpowder.
He presented the work on Huiyu island in Quanzhou last year.
A video recording the process was uploaded on the Internet, then went viral.
Speaking of the Doha exhibition, Cai refers to himself as an amateur curator.
And, in a bid to show what he sees as the immaturity and vitality of Chinese contemporary art that has developed in just the last three decades, he places the installation of Hu Zhijun, an amateur artist based in Beijing, at the entrance to the exhibition.
Hu, 63, was a farmer in his native Hunan province before he joined his son, Hu Disheng, an artist in Beijing, in 2009.
He then started to mold small clay figurines by hand in 2013.