The Omeara Gallery in London will host the collection of films, prints and photography from 2-8 November.
The project is the soundtrack to Junun, the latest documentary from acclaimed director Paul Thomas Anderson, the creator of The Master and There Will Be Blood.
Jonny collaborated with Shye Ben Tzur and The Rajasthan Express on the Nigel Godrich produced recording in Rajasthan during 2015.
The exhibition will run alongside a special live show taking place at The Troxy in London on 4 November.
There will also be an exclusive launch event on 2 November from 7-9pm at the gallery, where the band will play an intimate show to an audience selected randomly from Troxy ticket holders.
Read more about Junun