Mui experienced much hardship in her childhood. She was the youngest daughter in a family of four children. Her elder sister, Ann Mui, was also a singer. The children were raised in a single parent family. In some of her interviews, Mui mentioned that she had never met her father. This meant that she had to help provide for her siblings at an early age, dropping out of school at the age of 13 or 14. More hardship followed the family when the bar that her mother ran was destroyed by a fire. To make a living, Mui entered the show business at around the age of four. She performed Chinese operas and pop songs in theatres and on the streets. Both Mui and her elder sister Ann performed in practically any nightclub that offered them a chance to make a living. At the age of 15, due to the frequency of performances at different venues (up to six venues per day) that she had, her voice was affected due to the development of nodules on her vocal chords. Following the advice of the doctor, she took a year off and to keep herself occupied, she attended art lessons with her cousin. After a year, she started performing again despite the change in her vocal range, which lowered her voice by an octave (eight keys). Her newly found distinctive voice became an important trademark in her entire career.

In 1982, as encouraged by her sister, Mui competed in the first New Talent Singing Awards. It was the New Talent Singing Awards where Mui got a big break by emerging champion with the song “The Windy Season” originally sang by Paula Tsui, beating over 3,000 contestants. Despite her title as “new talent” at that time, she had already been a singer for more than 10 years from street and club performances during her childhood. As an award to winning the New Talent contest at the time, Mui’s first album was released with the local record company Capital Artists. Her debut album Debt Heart drew a lukewarm response from the audience. However, the subsequent album fared much better, as she developed her personal style and image. In 1983 and 1984, she won the RTHK Top 10 Gold Songs award back to back. Her winning streak continued as she won another major award in 1985, her first top 10 Jade Solid Gold Best Female Singer award. Thereafter, she won the award every year until 1989. She was awarded the Gold Songs Gold Awards in 1989 for the song Sunset Melody, which became one of her signature songs throughout her career.

Mui released 50 albums in total. Her best selling album was the 1985 “Bad Girl”, which sold over 400,000 copies (platinum 8x by Hong Kong’s standards). In her career, she sold 10 million albums. Hong Kong had a population of about only five million in the 1980s. In terms of live performances, in 1985, at the age of 21, her first concert was held lasting 15 nights (thus being one of the youngest singers to hold a concert at the Hong Kong Coliseum). Beginning in late 1987, a series of 28 consecutive concerts at the Coliseum were held through early 1988. This established a record at the time and dubbed Mui the title of “Ever Changing Anita Mui”, which had become her trademark. Her popularity was also gaining prominence outside of Hong Kong, as she was invited to sing at the 1988 Summer Olympics opening ceremony in Seoul together with Janet Jackson. She performed in 300 concerts in her career. In 1990, during the birthday celebration with the fan club, Mui announced that she would put an end to receiving music awards to give a chance to newcomers. She held farewell concerts for 33 consecutive nights before retiring from the stage. At the age of 28, she stepped down from the industry, only to return from retirement in 1994. Mui mentored several Hong Kong newcomer singers who have since become successful, most notably Andy Hui, Denise Ho, Edmond Leung, the band Grasshopper, as well as Patrick Tam. In 1998, at the age of 35, she was awarded the RTHK Golden Needle Award, being one of the youngest recipient to received the award as a lifetime achievement.

Mui was also well known as an actress across Asia. As she starred in more than 40 films over a 20-year period. Her films were mainly of the action-thriller and martial arts variety, but she had also taken comedic and dramatic roles. Her first acting award as a supporting actress was won at the Hong Kong Film Awards for her performance in Behind the Yellow Line (1984). Three years later in 1987, her performance in Rouge won her the Best Actress at the Golden Horse Awards. In 1989, she was awarded the Best Actress for her role in Rouge at the Hong Kong Film Awards. In 1993, she starred in The Heroic Trio with Michelle Yeoh and Maggie Cheung, and it proved to be one of her most popular action films. In 1994 and 1995, she found some international recognition by starring opposite Jackie Chan in The Legend of Drunken Master and Rumble in the Bronx. Later, in 1997, she also won another best supporting actress at Hong Kong Film Award for her role in Eighteen Springs. In 2002, she won Best Actress at the Changchun Film Festival Golden Deer Awards for Best Actress with her performance in July Rhapsody. Her ability to successfully play a wide range of roles from comedy to tragedy allowed her to star in many lead roles. Mui was originally cast in Zhang Yimou’s House of Flying Daggers (2004), but she resigned only two weeks before her death. Zhang had reserved her scenes to be shot last due to her poor health. Out of respect for Mui, Zhang did not cast another actress in the role and the character was removed from the screenplay. She received a dedication titled In Memory of Anita Mui during the closing credits. Throughout her career, the tabloid magazines were unforgiving. Rumours never ceased to plague Mui, who was accused of being addicted to drugs, having tattoos on her arms, going for plastic surgery, being suicidal, being linked to the death of a triad leader in the 1980s and 1990s. Rumours of affairs with leading actors also circulated.

On 5 September 2003, Mui publicly announced that she had cervical cancer, from which her sister had also died. It was widely believed that she had chosen holistic health treatments rather than surgical therapy because she wanted to preserve the possibility to conceive. Knowing that she would succumb to cancer, she had a series of shows entitled the “Anita Classic Moment Live Concert” that consisted of eight shows at the Hong Kong Coliseum from 6 to 11 November and 14 to 15 November 2003, which were to be her last concerts before her death. Guests included Jacky Cheung, Sandy Lam, David Tao, Eason Chan, Andy Hui, Alan Tam, George Lam, Hacken Lee, Grasshopper and Kelly Chen. Her symbolic act was to “marry the stage”, which was accompanied by her hit song “Sunset Melody” as she exited the stage. The very last song she performed on stage was “Cherish When We Meet Again”, a rendition of The Manhattans’ “Let’s Just Kiss And Say Goodbye” on 15 November 2003, where she was accompanied by her friends on the stage. She eventually lost her battle to cervical cancer and died of respiratory complications leading to lung failure at Hong Kong Sanatorium and Hospital on 30 December 2003 at 02:50 (HK local time). She was 40 years old. Thousands of fans turned out for her funeral at North Point in January 2004.

In 1998, an ATV-produced television series Forever Love Song told a story of a character which was loosely based on that of Mui, but the character names were purposely changed. In 2007, a television series was produced in China titled “Anita Mui Fei” to tell the many dramas in her life. The 42 episode series was broadcast by China Education Television. Her friends Andy Lau and Leslie Cheung were also portrayed in the series, though some of the sensitive subjects such as her suffering from cancer, Cheung’s suicide and her mother’s real estate dilemma were avoided. Alice Chan portrayed Mui in the series. On 11 October 2008, a show on TVB, titled “Our Anita Mui”, was dedicated to Mui. Many fans and off-stage personnel who worked with her had a chance to talk about their personal experiences with Mui. Singers who participated in the show included Andy Hui, Edmond Leung and Stephanie Cheng. Mui was cremated and her ashes are interred at the Po Lin Monastery’s mausoleum on Lantau Island.