He has said that his childhood experiences paved the way for his acting career, which allows him to openly express his feelings:"You don't know what happened, just one day your pop disappears. And from that day on I try not to communicate with anyone. I'm so afraid to talk to my classmates, afraid that if someone says something about family I won't know what to do. So I became very isolated. So that's why I love acting, because I can express all my feelings the way I couldn't for so long. I'm a quiet person. And then when I went to TV it all came out; I cried and I wasn't ashamed. The audience thinks it's the character's feelings, but really it's my feelings, all coming out in a rush."Leung went to Delia Memorial School (Broadway), but quit at age 15, in 1977, due to financial difficulties.