I have been trying http://predictionio.apache.org/install/install-docker/ this tutorial. I have successfully built Docker image however when I try to run docker run i get the Can't open /etc/predictionio/pio-env.sh error.
docker build -t predictionio/pio piodocker run -ti predictionio/pio
PS: If I comment out the last line CMD ["sh", "/usr/bin/pio_run"] I can build and run docker image successfully. I can open the file too from docker bash.

I think you need to grant permissions to execute this file. add the following line at the end of your Dockerfile
also, you might need to change CMD to ENTRYPOINT like following: