The documentary, And Did Those Feet, explores the story behind the legend which survives in the hymn, for which William Blake wrote the words.
The legend claims Jesus visited several places in the West Country, such as the Roseland peninsula and Glastonbury, with his uncle, Joseph of Arimathaea.
In the film, the Scottish researcher Dr Strachan said it is plausible Jesus may have visited Britain to further his learning.
Ted Harrison, the film's director and producer, said: ''There is a very much closer connection between early Christianity and the classical Greek and Roman world than previously thought....