"Capitalism: A Love Story" opens in Japan on Saturday, and Moore, on his first visit to Japan, previewed the film for the Japanese Trade Union Confederation this week.
He said the message of the film for the world's No.2 economy and U.S. ally was simple: "Don't be like us."
"Japan has been a shining jewel of capitalism for many years, so I think the film will have a lot of interest here because they've also seen the dark side of capitalism," Moore told Reuters.
"They've been suffering through deflation and a number of other problems as a result of bad economic decisions that were made 10-plus years ago. So now what we do on Wall Street affects them."
Moore's film will open in Japan at a time when the deeply indebted government struggles to cut back on record budget requests of 95 trillion yen ($1,085 billion), while trying to avert a slide back into a recession that was triggered by the financial crisis.
Moore, who targeted the Bush administration in "Fahrenheit 9/11" and the healthcare industry in "Sicko," debuted "Capitalism: A Love Story" at the Venice Film Festival in September.
The documentary attacks corporate greed, likening Wall Street to a casino, where billions of dollars of risky traders are made with little thought to the harm they can cause ordinary citizens if they go wrong.
