"I had no idea that it hurt so tremendously much to be shot," Hollender told the Aftonbladet newspaper on Monday.
Hollender had been in the country for 30 days to make a film with the working title "Finding Ali" about life in the country. The film is scheduled for completion next year.
On Friday, he and his driver, who was also his guide, went to a village near the town of Azra east of Kabul to film some rural scenes. While traveling in the desert, a man tried to make contact with the car.
"It is quite common here for people to stick their head in the window and want to pick a fight. It can be locals, police officers, or whoever the hell is it, but in this case, it was very heated," Hollender told the newspaper.
Hollender's driver was aware of the danger and pressed on the accelerator.
"He saved my life by acting so quickly. We had barely moved 100 metres before we heard the window shatter and someone began shooting at the car. The guide continued to step on the gas and I crouched down. It felt unreal," said Hollender.
Seconds later, Hollender felt a bullet penetrate his upper arm. The panic-stricken duo drove through the mountains in search of help.
"It took a very long time to get to a doctor. I tried to cling onto the handle above the side window with my arm, but we had tied it up so tightly around the bullethole, my arm fell asleep and I lost my grip the whole time. I tried to breathe deeply and relax to avoid more pain and cramping," said Hollender.
Both realised early on that they could not go to a hospital. Hollender's driver had previously signed a document with the police guaranteeing his safety. If Hollender were shot, it could spell jail time for the driver and detention for Hollender or a substantial bribe to leave the country.
In a mountain village several kilometres outside Kabul, they found a doctor who attended to Hollender in a low stone building. During treatment, Hollender fainted from shock. Dizzy and nauseated, he directed his driver to take him back to his hotel in central Kabul, where he had to pretend he was not shot for two days.
Fearing infection, Hollender decided to leave the country as soon as possible, catching the first available flight to Dubai on Sunday. According to Hollender, the wound is apparently very infected and he will need surgery as soon as possible.
Hollender is known for his controversial documentaries. "Pelle polis" (Pelle the Policeman) from 1998 dealt with a policeman who was sentenced for sexually assaulting a child.
In 2001's "Buy Bye Beauty," Hollender filmed himself having sex with Latvian prostitutes. He also appeared on Expedition: Robinson in 1998 and 2003.