The couple, who married in July amid a sea of paparazzi, arrived with little fanfare Wednesday night for the private opening of the Toronto International Film Festival's "Grace Kelly: From Movie Star to Princess," the Canadian Broadcasting Corp. reported.
The exhibit, which features films, photos and some of Kelly's personal artifacts, opens to the public Friday.
Albert told the broadcaster the exhibit is an honorable tribute to his late mother.
"I think it's a great insight into the great personality that she was, the incredible generosity of her heart and spirit," he said.
Kelly appeared in 11 films in a five-year span before she married Monaco's Prince Rainier III.