Titled "Never Done", the 13-minute video tackled about the journey of the former NBA star guard from free agency to the Chinese Basketball League.
Despite having a Chinese descent, he is also trying to adjust to the experience of being a foreign player in the Chinese league due to his hoops experience while being treated the other way around back in the US.
In his other documentary, "Linsanity" in 2013, he talked about his rise from being a nobody to being a star where he was being profiled due to his race since childhood and even the security in Madison Square Garden won't let him in because he doesn't believe that he's part of the team.
After riding the bench to an NBA title with the Raptors last season, Lin tweeted, "God is perfectly the same through the highs and the lows.
Anyone who knows me knows I've believed this through all the down times, and He's just as good at the mountaintop (right now)!"
But later, Lin delivered an emotional speech in Taiwan titled "The Waiting Game".
And this time, Lin also didn't sound as chipper about his NBA title as his tweet suggested.
"Free agency has been tough because I feel like the NBA has kind of given up on me," Lin said.
"After the season I had to get ready for this Asia trip.knew for six weeks I would have to just put on a smile.
I would have to talk about a championship that I don't feel like I really earned. I would have to talk about a basketball future I don't know if I want to have.
And honestly, it's just embarrassing. It's tough."
Jeremy Lin is the biggest draw for the Chinese Basketball Association, but with two non-Asian foreigners allowed on each CBA roster, he is not the only one.
Lin was a rookie with Ekpe Udoh at the Golden State Warriors in 2010 and was at the Brooklyn Nets with Justin Hamilton during the 2016-17 season.
In fact, there are plenty of familiar faces awaiting Lin this season.
Coming into the CBA this season is six-time NBA All-Star Amare Stoudamire who has signed for the Fujian Sturgeons.
Lin was a teammate of Stoudamire at the New York Knicks during his "Linsanity" breakout period in 2012, with Stoudamire's injury a key factor in why Lin became the focus of the team.
In addition to his performance on the court, Lin also impressed Chinese fans with a new charity initiative he announced on his Chinese social media Weibo.
For the upcoming season, Lin committed to donating 3,000 yuan for every three-pointer he made representing the Beijing Ducks.
Lin will also donate his basketball shoes to fans coming out for the game, regardless of whether the game is home or away.