He most famously worked with Ringo Lam on City on Fire (1987) and Wong Kar-wai on Chungking Express (1994) as cinematographer and has directed Wong Jing-produced sex exploitation movie Naked Killer 2 (1993) and the immensely popular triad themed Young and Dangerous (1996), including its five sequels and one prequel. Subsequently, Lau collaborated with Young and Dangerous star Ekin Cheng on the comic-based The Storm Riders (1998), which was the highest grossing Hong Kong movie at the time and famed for its use of special effects. Lau went on to make several less successful titles in the late 1990s and early 2000s such as The Park (2003). In 2002, he established Basic Pictures. The first three films from the company was the hit Infernal Affairs trilogy. He reteamed with Alan Mak to co-direct Initial D (2005), singer Jay Chou's acting debut and the 2006 film Confession of Pain. His next effort is the 2007 film The Flock, which marks his first English language film.