In the movie, former Swap Shop presenter Chegwin appears as a breakfast TV host who is hunted down by a star-obsessed serial killer.
Also appearing is former Radio 1 DJ Tony Blackburn and comedian Joe Pasquale, both of whom also die gruesomely.
Kill Keith, created by Andy Thompson, has been made on a budget of under £500,000.
Thompson previously said: "When we asked celebs if they wanted to take part they liked the idea.
"They realised we were having a tongue-in-cheek dig at celebrity."
> Feltz, Chegwin 'killed in new horror film'
Watch the trailer for Kill Keith below: