The film was "a totally accurate representation of what happened," he said.
Critics at Cannes were fulsome in their praise for the documentary.
The Guardian said it was “stunningly moving and powerful: intimate, passionate, often shocking, and almost mesmerically absorbing.
“Kapadia has fashioned and shaped it with masterly flair.”
The Independent also gave the film full marks, calling it brilliant with an “an unutterable sadness” at its heart.
It said: “Kapadia's film is steeped in regret and grief over what became of its subject and yet it never loses its sense of awe about what she achieved.”
The Times' Kate Muir awarded the film five stars, saying: "The pleasure in this film is seeing the sheer entusiam and unexpected shyness of the young Amy Winehouse."
In a short career before she died of alcohol poisoning in 2011 aged only 27, Amy Winehouse recorded only two albums, Frank and Back to Black, but won six Grammy awards.