Cheung was born into a wealthy family in Hong Kong to a Dutch mother and a Chinese father.

[citation needed] From his father's connection, Steven and his younger brother Ryan Chung became models for Jamcast.

He was later referred into Emperor Entertainment Group, while his sister, Jan Chung became a member of the music duo Krusty.

[citation needed] Cheung began his career in the entertainment industry as one-half of the duo Boy'Z with Kenny Kwan in 2002–2005.

When Kwan left Boy'Z in January 2005, Cheung continued the duo with Dennis Mak.