- Married with twin daughters
- In 1984, the director Lee Hang-Sheng, who was the father of Leung's girlfriend at the time, cast him as the lead in his film "The Burning of the Imperial Palace." He walked away with the first Hong Kong film award for Best Actor from his performance.
- After he graduated from college, he entered a training program for actors at the Hong Kong TVB Acting School. He dropped out after 9 months because he needed to make a living.
- Nominated for the best leading actor award at the Golden Horse Film Festival for Mandarin Chinese-language films for his role as a gangster in Triad movie Election.
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