She was already giving performances with the Shanghai Symphony Orchestra but left China for further studies in New Zealand where she received her Master's degree at the University of Auckland in 2001.

Her performance in April 2008 at Her Majesty's Theatre with both Andrew and Julian Lloyd Webber was described as "the emotional highlight of the evening".

Cheng married Julian Lloyd Webber in July 2009[2] (the couple's daughter was born on 14 June 2011).

Their first recording together, released in March 2011, was Menotti's Arioso for two cellos and strings, featured on the album The Art of Julian Lloyd Webber.

Featured on the album Virology by british rock band Symphony Of Pain released in 2019