The documentary follows McCartney in the immediate aftermath of the terrorist attacks. The Beatles singer was on a grounded plane in New York City on the same morning.
The Love We Make, directed by Albert Maysles, will air on Showtime on September 10 to mark the tenth anniversary of the tragedy.
The black and white film documents the singer's personal journey in the days following the attacks, as well as his involvement in the Concert for New York City charity gig.
"It was an honour to be able to help New York and America at that time in its history," McCartney said of the gig. "There was a feeling of shock and fear in the air that I thought we could help alleviate with music. And the fact that so many people stepped up to join us made for a very uplifting evening for us all."
David Bowie, Jay-Z, The Rolling Stones and Eric Clapton will also feature in the programme, as well as former President Bill Clinton and actor Harrison Ford, according to Parade.
McCartney may reform The Beatles with Ringo Starr at the opening ceremony of the London 2012 Olympics.
Watch Sir Paul McCartney perform 'Yesterday' at the Concert for New York City below: