Alexa Ray Joel says her famous dad, Bill Joel, is “bored” by his own documentary — because he “never buys in his own hype.”

The two-part documentary has been a sensation on HBO Max, but Alexa, 39, says of her dad, 76, “You know my father is really funny because he’s he’s like the most self-effacing person on the planet right? He jokes about this, and talked about this in his songs — that he’s almost like a masochist in the sense that he just doesn’t… he never buys in his own hype.”

She adds, “I’m like, ‘You should be so proud of yourself!’ He’s like, ‘Eh.’ He’s just not a typical, like narcissistic guy in the spotlight — he just does not buy into any of it — he’s a true artist. He so deeply introverted, he’s really actually a shy person.”

Alexa says of Joel’s reaction to the film, “He’s like, well you know I’m I’m kind of bored by it because it’s a lot about me and I get sick of me.”

The film details Joel’s life and career from his roots as a bullied kid growing up on Long Island and his days as a struggling cocktail lounge “Piano Man” in Hollywood, to becoming one of the world’s biggest pop stars who had four marriages and sold out Madison Square Garden over 100 straight times during a 10-year residency.

The film also details his career and personal highs and lows, punctuated by bouts of depression and alcohol abuse.

Adds Alexa — who watched the doc with her supermodel mother, Christie Brinkley — of her dad: “He’s happy for everybody else, but that can a part of what makes him a tortured genius right? He’s not like built like my mother… where she is like the most enthusiastic woman — and vivacious woman — and she just gets so excited.”

“He’s so introspective, you know, so I think it’ll hit him later,” she told us of this film. “I think maybe in a few months from now [he’ll] watch it and be like ‘oh that’s cool.’ But when everybody’s typing up things, he gets very introspective and like, ‘oh you know, I don’t know what a big deal [this] is,’ because he never buys his own stuff… like he’s never impressed.”

Alexa’s new single, “Riverside Way” is out this summer, from her new EP, “Tales From a Winding Tower.”

She’s also serving on Aug. 3 as the celebrity grand marshal for the Hope for Depression Research Foundation’s 10th annual Race of Hope to Defeat Depression in Southampton Village. Past grand marshals for founding chair Audrey Gruss’ event have also included Katie Couric and “Sex and the City” scribe Candace Bushnell.