The Game of Thrones actor makes his directorial debut with the film, in which he also stars.
Momoa plays a Native American who takes the law into his own hands after the brutal killing of his mother.
He finds himself on the run with federal agents hot on his trail.
Sarah Shahi and Lisa Bonet also star in the film, which was written by Momoa.
Momoa has been rumoured for a role in Zack Snyder's Batman vs Superman film.
Road to Paloma will be released on demand on July 4, with a Us cinematic release on July 11.