[5] Born in Meizhou, Sze learnt kung fu, namely Tai chi and Wing Chun, from the age of 10.

He became an actor and stuntman for the Shaw Brothers with notable early performances in films including The Heroic Ones (1970) and The Deadly Duo (1971).

In 1973, he appeared as the henchman "Bolo" in Bruce Lee's Enter the Dragon, which catapulted him to international fame.

He gained further popularity in the West following the international success of the 1988 martial arts film Bloodsport, in which he played the villain Chong Li, opposite Jean-Claude Van Damme.

Because of his muscular physique, he was chosen for several bad guy roles in films produced by Shaw Brothers Studios, such as The Heroic Ones, The Deadly Duo, Angry Guest and others.

A strong friendship formed between the two actors on the set of Bloodsport, and Van Damme invited Yeung to appear in his subsequent film Double Impact.