The documentary is set to premiere Feb. 7 with Scorsese and the Rolling Stones in attendance, representatives for the film said in a statement.
Scorsese, whose films include "The Departed," "Gangs of New York," "GoodFellas," "Taxi Driver" and "Raging Bull," filmed the Rolling Stones during two concerts at New York's Beacon Theatre on Oct. 29 and Nov. 1, 2006.
"We are extremely excited to have the world premiere of this magnificent film as our opening gala. Martin Scorsese has again set the gold standard when it comes to capturing the pure essence of an iconic band on the big screen," festival director Dieter Kosslick said in making the announcement.
The film will be released by Paramount Classics in North America on April 4.