Brought up by his mother, when he was 19 years old he joined the TVB Actor Training Class and very soon he appears with a very small role in the TV series "Young Heroes"; this was the first in a long list of TV dramas, including "Royal Tramp" with Alan Tam, "Young Policemen", "Heaven Sword and Dragon Sabre", "New Handsome Siblings" and "Ode to Gallantry". In the mid 80s Leung began his career in movies, and later as a singer too. In 1991 he began his professional relationship with director Wong Kar Wai; together they made 6 movies which converted Leung into a star of cult status, and gained a high reputation in the film industry. He has won the Hong Kong Film Award as Supporting Actor, twice, and as Actor 5 times, the Golden Horse Award twice, as well as the Cannes Film Festival Prize as Best Actor in 2000.