The film kicked off the 25th annual AFI Fest in Hollywood. DiCaprio and Eastwood hit the red carpet at Grauman's Chinese Theatre Thursday night.
Hoover was the face of law enforcement in America for almost 50 years. He was a man with power and secrets.
"We tried to give a comprehensive look at everything that happened in his life. Everything in this movie is historically accurate. What happened behind closed doors? You know, this is our interpretation," said DiCaprio.
Eastwood said all the actors in the film liked the script and jumped on board.
The film also features rising star Armie Hammer and Naomi watts.
"J. Edgar" is set to hit theaters Nov. 9.