She later went to Montreal, Quebec, Canada, to study film at Concordia University[3] in the mid 1980s.
She is an admirer of the American filmmaker Frederick Wiseman, and uses the style of Direct Cinema in her films.
[4] In 2004, with other like-minded individuals from the fields of film, culture and education, Cheung founded Visible Record, which distributes and promotes documentary films in Hong Kong.
The non-profit organisation also hosts the annual Chinese Documentary Festival.
In the past decade, Cheung has been regarded as one of the most respected documentary filmmakers in Hong Kong.