The American war film is based on the true story of a deadly Navy SEAL mission in Afghanistan. The men were out to take down a leader of the Taliban when things went wrong.
Wahlberg plays Marcus Luttrell. The Navy Seal lived to write his memoir also worked as a consultant on the film.
"I was certainly worried and concerned showing Marcus the movie, and then showing the family members the movie, and it's hard for them. It's gotta be, it's gotta be conflicting feelings because you obviously have that sense of pride in knowing how heroic they were. And this is what they did, they were warriors," said Wahlberg.
Wahlberg, who is also one of the producers of "Lone Survivor," says it's the most important film he's ever made.
"Just taking great pride in being a part of something that's so much more important, bigger than anything I've ever been a part of. Creating this tribute to anybody who's ever served in the military, to the Afghan people who were amazing in saving Marcus, a stranger who they never met, just because they felt like it was the right thing to do even though they were going to risk their own lives doing it," said Wahlberg.
He says he felt a special connection to the film.
"Even if you have an appreciation for what guys and women in the military do for us, I think you don't have a good enough of an understanding of what it is and what it entails," said Wahlberg.
Making this movie was not an easy experience, especially for the stuntmen.
"If you can't see our faces, it's probably not us, because, you know, the first guy to fall off the cliff, he didn't get up," said Wahlberg. "He broke three ribs and punctured a lung, and it was like, 'OK, the next guy.'"
"Lone Survivor" is rated R.