The Take That star has composed and written all the music for the extravaganza which stars Glee's Matthew Morrison and Frasier's Kelsey Grammer.
Gary shared a photo to Twitter ahead of the premiere, showing himself and Dawn all dressed up and ready to leave the house.
His caption read: "Dawn will kill me for posting this but I'm so proud of her tonight."
Dawn didn't walk the red carpet with Gary, leaving him to pose for photographers solo.
After the show had ended, he took to the stage for the curtain call alongside the cast and the show's producer, multi-millionaire Oscar-winning mogul Harvey Weinstein.
Gary recently told The Mirror that he was introduced to Harvey via James Corden and it turns out Harvey's wife Georgina Chapman was a big Take That song.
"It was completely by chance that James was on a film set with Harvey, who said he had a musical but wanted to change the music. James just said, 'You should check this guy out,'" explained Gary.
"I really wanted to impress him. I sent him an idea for a song in two days and he was like, 'This is amazing – can we have some more?' So I went crazy and wrote loads of stuff. They were loving everything I sent and it got out of control."
Finding Neverland is based on the film of the same name, and follows Peter Pan author JM Barrie as he summons the courage to the writer he always wanted to be.
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