American Sniper, directed by Clint Eastwood, is based on Chris Kyle's best-selling book.
Cooper portrays Kyle, the most lethal sniper in U.S. history.
Kyle's widow, Taya, along with family members and actors were welcomed by fans at the Cinemark West Plano Theatre.
Tickets started at $250 a seat.
Proceeds will go to Kyle's foundation benefiting active duty military members, first responders, new veterans and their families.
Cooper says he was honored to work with war heroes.
"At first, I was a little nervous, but then everybody brought heart and soul into it," said Cooper. "Then I was at peace because I knew this could be the best it could ever be."
One character with a minor role is portrayed by real Iraq War veteran and third generation marine, Jacob Schick, who lives in Frisco.
Schick lost his right leg to a roadside bomb in 2004. In the film, he plays a severely wounded marine.