He was born in Zhangzhou, Fujian and joined Anhui province's shooting team.

He also carried the flag of the Olympic Council of Asia at the opening ceremony of the 2022 Asian Games.

Xu is married to Zhao Lei, his coach's daughter in the Chinese National Shooting Team.

Xu is the Deputy Director of the Chinese Cycling and Fencing Administration Center.

On October 14, 2012 a movie based on his life leading up to his Olympic gold medal, "Xu Haifeng and His Gun" premiered in China.