The documentary maker has released the images which show Savile rubbing himself up against a young girl and touching her bottom at a restaurant in Leeds in 2001.
Jimmy Savile and the BBC - in 60 seconds Play! 01:02 http://www.telegraph.co.uk/news/2016/10/01/jimmy-savile-caught-on-camera-groping-a-girl-in-front-of-her-mot/
"At the time, I'd done my best to be tough with him," he said.
"I knew he was weird and, with all his mannerisms, rather irritating - I had no interest in making a soft piece about Jimmy the Charity Fundraiser.
He reported him in 2001 to BBC bosses over allegations he had slept with a 15-year-old girl, but this was not passed on to police.
After Savile's death in 2011, aged 84, it emerged that the broadcaster and long-time charity campaigner had sexually abused hundreds of women and children.
In his 2000 documentary, Theroux questions Savile over rumours that he was sexually interested in children.
When Theroux challenged him after rumours of paedophilia, he had said: "We live in a very funny world," he said. "And it's easier for me, as a single man, to say 'I don't like children', because that puts a lot of salacious tabloid people off the hunt."
The new documentary is due to be shown on BBC2 on Sunday.