Here is a derivation using explicit indices for the matrix components of elements of the Lie group and lie algebra.
I'm using $g=1$.
For a change of gauge $\varphi:\mathcal M \to G$ the gauge field transforms according to
\begin{align}
\label{eq:classical_trans_boson}
A_\mu{}^a{}_b(x) \to A_{\mu}{}^{\tilde a}{}_{\tilde b}(x):= \varphi^{\tilde a}{}_{a}(x) A_\mu{}^a{}_b(x) \varphi^{-1}{}^{b}{}_{\tilde b}(x) + \varphi^{\tilde a}{}_{c}(x) \partial_\mu \varphi^{-1}{}^{c}{}_{\tilde b}(x)\,.
\end{align}
The field strength tensor is given by
\begin{align}
F_{\mu\nu}{}^{a}{}_{b} = \partial_{[\mu} A_{\nu]}{}^{a}{}_{b}+ A_{[\mu}{}^{a}{}_{c} A_{\nu]}{}^{c}{}_{b}\,.
\end{align}
(with the convention that $F = F_{\mu\nu} dx^\mu \wedge dx^{\nu}$)
Transformation of the field strength
We have
\begin{align}
F_{\mu\nu}{}^{\tilde a}{}_{\tilde b}(x)
= \varphi^{\tilde a}{}_{a}(x) F_{\mu\nu}{}^{a}{}_{ b}(x)
\varphi^{-1}{}^{b}{}_{\tilde b}(x)\,.
\end{align}
Proof:
\begin{align}
F_{\mu\nu}{}^{\tilde a}{}_{\tilde b}(x)
&= \partial_{[\mu} A_{\nu]}{}^{\tilde a}{}_{\tilde b}(x)
+ A_{[\mu}{}^{\tilde a}{}_{\tilde c}(x) A_{\nu]}{}^{\tilde c}{}_{\tilde b}(x)\,.
\end{align}
For the first term we have
\begin{align}
\label{eq:class_first_part}
\partial_{[\mu} A_{\nu]}{}^{\tilde a}{}_{\tilde b}(x)
&= \partial_{[\mu} ( \varphi^{\tilde a}{}_{a}(x) A_{\nu]}{}^{ a}{}_{ b}(x) \varphi^{-1}{}^{b}{}_{\tilde b}(x))
+ \partial_{[\mu} ( \varphi^{\tilde a}{}_{c}(x) [\partial_{\nu]} \varphi^{-1}{}^{c}{}_{\tilde b}(x)])
\nonumber\\
&= (\partial_{[\mu} \varphi^{\tilde a}{}_{a}(x)) A_{\nu]}{}^{ a}{}_{ b}(x) \varphi^{-1}{}^{b}{}_{\tilde b}(x)\nonumber\\
&+ \varphi^{\tilde a}{}_{a}(x) (\partial_{[\mu}A_{\nu]}{}^{ a}{}_{ b}(x)) \varphi^{-1}{}^{b}{}_{\tilde b}(x)\nonumber\\
& + \varphi^{\tilde a}{}_{a}(x) A_{[\nu}{}^{ a}{}_{ b}(x) (\partial_{\mu]} \varphi^{-1}{}^{b}{}_{\tilde b}(x))\nonumber\\
& + \partial_{[\mu} ( \varphi^{\tilde a}{}_{c}(x) [\partial_{\nu]} \varphi^{-1}{}^{c}{}_{\tilde b}(x)])\,.
\tag{1}
\end{align}
For the second term we have
\begin{align}
\label{eq:class_second_part}
A_{[\mu}{}^{\tilde a}{}_{\tilde c}(x) A_{\nu]}{}^{\tilde c}{}_{\tilde b}(x)
&= \varphi^{\tilde a}{}_{a}(x) A_{[\mu}{}^{a}{}_{g}(x) \varphi^{-1}{}^{g}{}_{\tilde c}(x)
\varphi^{\tilde c}{}_{f}(x) A_{\nu]}{}^{f}{}_{b}(x) \varphi^{-1}{}^{b}{}_{\tilde b}(x)\nonumber\\
&+ \varphi^{\tilde a}{}_{a}(x) A_{[\mu}{}^{a}{}_{g}(x) \varphi^{-1}{}^{g}{}_{\tilde c}(x)
\varphi^{\tilde c}{}_{k}(x) [\partial_{\nu]} \varphi^{-1}{}^{k}{}_{\tilde b}(x)]\nonumber\\
&+ \varphi^{\tilde a}{}_{d}(x) [\partial_{[\mu} \varphi^{-1}{}^{d}{}_{\tilde c}(x)]
\varphi^{\tilde c}{}_{f}(x) A_{\nu]}{}^{f}{}_{b}(x) \varphi^{-1}{}^{b}{}_{\tilde b}(x)\nonumber\\
&+ \varphi^{\tilde a}{}_{d}(x) [\partial_{[\mu} \varphi^{-1}{}^{d}{}_{\tilde c}(x)]
\varphi^{\tilde c}{}_{k}(x)[\partial_{\nu]} \varphi^{-1}{}^{k}{}_{\tilde b}(x)]\nonumber\\
%
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&=\varphi^{\tilde a}{}_{a}(x) A_{[\mu}{}^{a}{}_{g}(x) \delta^g{}_f A_{\nu]}{}^{f}{}_{b}(x) \varphi^{-1}{}^{b}{}_{\tilde b}(x)\nonumber\\
&+ \varphi^{\tilde a}{}_{a}(x) A_{[\mu}{}^{a}{}_{g}(x) \delta^g{}_k [\partial_{\nu]} \varphi^{-1}{}^{k}{}_{\tilde b}(x)]\nonumber\\
&-[\partial_{[\mu} \varphi^{\tilde a}{}_{d}(x)] \delta^d{}_f A_{\nu]}{}^{f}{}_{b}(x) \varphi^{-1}{}^{b}{}_{\tilde b}(x)\nonumber\\
&-[\partial_{[\mu} \varphi^{\tilde a}{}_{d}(x)]\delta^d{}_k
[\partial_{\nu]} \varphi^{-1}{}^{k}{}_{\tilde b}(x)]\nonumber\\
%
%
&=\varphi^{\tilde a}{}_{a}(x) A_{[\mu}{}^{a}{}_{f}(x) A_{\nu]}{}^{f}{}_{b}(x) \varphi^{-1}{}^{b}{}_{\tilde b}(x)\nonumber\\
&-[\partial_{[\mu} \varphi^{-1}{}^{k}{}_{\tilde b}(x)] \varphi^{\tilde a}{}_{a}(x) A_{\nu]}{}^{a}{}_{k}(x) \nonumber\\
&-[\partial_{[\mu} \varphi^{\tilde a}{}_{d}(x)] A_{\nu]}{}^{d}{}_{b}(x) \varphi^{-1}{}^{b}{}_{\tilde b}(x)\nonumber\\
&-[\partial_{[\mu} \varphi^{\tilde a}{}_{d}(x)]
[\partial_{\nu]} \varphi^{-1}{}^{d}{}_{\tilde b}(x)]\,.\tag{2}
\end{align}
By comparing (1) and (2), we see that all terms that depend on derivatives of $\varphi$ or $\varphi^{-1}$ cancel each other. Thus, we are left with
\begin{align}
F_{\mu\nu}{}^{\tilde a}{}_{\tilde b}(x)
&= \varphi^{\tilde a}{}_{a}(x) (\partial_{[\mu}A_{\nu]}{}^{ a}{}_{ b}(x)) \varphi^{-1}{}^{b}{}_{\tilde b}(x)
+ \varphi^{\tilde a}{}_{a}(x) A_{[\mu}{}^{a}{}_{f}(x) A_{\nu]}{}^{f}{}_{b}(x) \varphi^{-1}{}^{b}{}_{\tilde b}(x)\nonumber\\
&= \varphi^{\tilde a}{}_{a}(x) F_{\mu\nu}{}^{ a}{}_{ b}(x) \varphi^{-1}{}^{b}{}_{\tilde b}(x)
\,.
\end{align}
Remark:
If your gauge group can be represented as a subgroup $G \subset \operatorname{U}(n)$ of the unitary group, then of course $\varphi^{-1} = \varphi^\dagger$. In the case, your formula follows.