A 19th century former non-conformist chapel has been restored and transformed into the cinema, which has 106 seats – 70 in the stalls and 36 in the balcony.
The duchess was welcomed to the cinema by philanthropist Robert Hiscox, who is chairman of the company behind the £3 million project.
Mr Hiscox introduced her to staff and supporters associated with the conversion of the chapel to a cinema.
Camilla then took a seat in the auditorium before watching a short collection of trailers showcasing recent films.
After unveiling a plaque to formally open the cinema, she said: “Thank-you Robert for asking me to come and open this wonderful Parade Cinema. As probably all of you know, you cannot say no to Robert.
“I have worked for a very long time with the Bobby Van charity with him and he is absolutely brilliant in getting things done and I think this is one of his masterpieces.
“So, thank-you very much indeed for asking me to open it. It is going to be a huge asset for everybody in Marlborough, round Marlborough and the whole of Wiltshire.
“I very much look forward to coming to see a film here, having my glass of wine and popcorn and bringing all the grandchildren here.
“Hopefully I will see you again then.”
Earlier, Camilla joined a short service of rededication to mark the 100th anniversary of a village war memorial.
The Seend War Memorial, in the village of Seend in Wiltshire, was unveiled in February 1921 to commemorate the 25 soldiers from the parish who died during the First World War.
The Cornish granite memorial also remembers the seven men who were killed in the Second World War, and Andrew Holloway who died in Iraq in 2005.
Camilla, who is patron of the War Memorials Trust, laid a bouquet of flowers consisting of rosemary, myrtle, hyacinth and rose at the memorial and met families whose ancestors who are named there.
During the event, the Last Post was played and a two-minute silence was observed.
Before leaving, she accepted a posy of flowers from 10-year-olds Lily King and Florence Crossman, who attend Seend Primary School.
Later, the duchess met the family who run the Spar shop in nearby Devizes to thank them for all their work during the coronavirus pandemic.
The shop, which also has a post office, has been owned by Derek Tinnion and his family for more than 60 years.
Camilla was introduced to staff before meeting members of Mr Tinnion’s family, including his 95-year-old mother Irene.
Mr Tinnion is the third generation of his family to run the shop and has been involved for 38 years – with eight relatives supporting him.
Before departing, the duchess was presented with a small hamper of local produce.
Speaking afterwards, Mr Tinnion said: “It was excellent and very nice to see all the locals come together.
“Seeing my mother made me really happy because she was over the moon with it. The Duchess was so nice and understood what we were all about being the community store.
“The last couple of years has been very difficult but we kept trading and did all the home deliveries for the elderly and people self-isolating.”