Cheung was born in Man Wah Sun Chuen, Jordan, Hong Kong. Her parents divorced when she was nine years old. She was sent to Melbourne to live with her aunt at the age of fourteen and then attended Camberwell Girls Grammar School. She has an elder half-sister, two younger brothers and a younger half-brother from her father's side.br br Her career began in 1998, when she was cast in a television commercial advertising lemon tea. She caught the attention of Stephen Chow after shooting the ad. Later, Cheung made her film debut as a young nightclub hostess in Stephen Chow's King of Comedy (1999). King of Comedy became the highest grossing local film of the year, and shot Cheung to fame in Hong Kong. She then starred in Fly Me to Polaris (1999), which earned her the award for Best Newcomer at the Hong Kong Film Awards. Cheung also sung the theme song for Fly Me to Polaris, which gained attention among the masses for her singing ability. In the same year, Cheung launched her singing career with her first Cantopop album Any Weather (1999).