Michael Jackson's children and other members of his family, including sisters La Toya and Janet, have yet to watch This Is It.
The film, which premiered simultaneously in 19 cities on Tuesday, shows the late singer's final days.
Jackson's four brothers – Jermaine, Marlon, Tito and Randy – were among guests at a star-studded opening in Los Angeles.
But other close relatives, including the star's mother Katherine, were a noticeable absence from the red carpet.
Speaking at the Los Angeles opening, Jackie Jackson said it was still too “hard” for his sisters and mother to see the film.
"Everybody's different, so you might want to give a little more time," Marlon Jackson added.
"But they're going to see it, and if it's never, then it's never, but we respect that."
Katherine Jackson, 79, has previously said she plans to watch the film “eventually in time”.
Meanwhile, Jackie also denied media reports that his late brother's children – Prince, 12, Paris, 11, and Prince Michael II, 7 – had received a private screening of the film.
"They're going to see it on their own time," he told MTV. "It's already been arranged."
Premieres also took place yesterday in London, New York and Tokyo.
This Is It, which has received a mixed response from critics, is now on general release in cinemas from the next two weeks.
Michael Jackson - This Is It premiere highlights
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