Cheung's first audition for feature films landed her the female lead role as Stephanie Vandergosh in Better Luck Tomorrow (2002) directed by Justin Lin. She also plays the lead, Angela, in Quentin Lee's feature film The People I've Slept With (2009). In 2012, Cheung voice acted as the lead role of Kaz Suyeishi in the animated short film, Hibakusha, directed by Steve Nguyen and Choz Belen. Cheung is set to appear in Quentin Lee's upcoming horror film, The Unbidden, alongside Michelle Krusiec, Tamlyn Tomita and Julia Nickson-Soul.