Will Ferrell taking a road trip across the United States with his buddy might sound like stock comedy fare, but the "Anchorman" star's latest project is an emotional documentary about gender transition.

"Will & Harper," which premiered at the Sundance film festival Monday, follows Ferrell and "Saturday Night Live" writer Harper Steele as they travel through America's heartland, discussing her journey as a trans woman.

"We were discussing that, as a trans woman, she might feel differently going to places that she wouldn't have thought twice about as her former self, and that's how the idea came about," Ferrell told AFP.

"I've never been on one of her famous road trips.

"So I pitched her the idea, 'let's go on the road, and let's discuss your transition, let's discuss what it means for our friendship, it gives me a chance to ask all these questions that I have.'"

The resulting odyssey takes them through conservative bastions of the United States, stopping at seedy dive bars and a stock car race.

Though punctuated with moments of comedy, the movie contains plenty of raw emotion and even scenes of peril.

"I guess I feel like I let you down… we've got to worry about Harper's safety," sobs Ferrell after one attempt to interact humorously with locals in a Texan town takes a dark turn.

But the main focus is on the conversations between the friends of 30 years.

Much of the film is occupied by Ferrell asking — sometimes nervously — about Steele's decades of feeling she had to repress her identity, as well as the practicalities of transitioning.

The movie drew lengthy standing ovations at its Monday world premiere. Like most films at the Utah-based indie festival, it does not yet have a distributor.

Steele expressed hope that Ferrell's presence in the documentary could help to change minds at a time when LGBTQ rights are under fire across large parts of the United States.

At the time of filming, "a lot of bills were being passed all over the country. It is still quite awful. It's ramping up," she said.

"So I have this friend who had made movies that appeal very broadly to a lot of people. And that was the deciding factor.

"It was like, 'Oh, I can abuse this relationship," she joked.

'For a documentary?'

Asked what he thought his friend had learned about him, Ferrell added: "I think Harper learned that I'm not a very good or safe driver."

But the film also displays Steele's own anxiety to know if and how their friendship might change as a result of her transition.

"When you have a cis friend who learns that you've transitioned, you can't get in their heads, you don't know how they're thinking about it," she told AFP.

"The film, in my opinion, demonstrates Will's transition to fully understanding who I am. I think by the time we get to the end, he's got a pretty good idea."

Introducing the film on Monday, Ferrell feigned astonishment to see a packed auditorium "for a documentary?"

"When Harper and I set out on the road for 17 days to film this discussion about what it means to be trans and what it means for a friendship, we didn't think we'd be at Sundance," he said.

"And if we were going to be at Sundance, we thought we'd be the 10 am screening in someone's garage on an iPhone."

The Sundance film festival runs until Sunday.