Helen Lai began her ballet training in Hong Kong and was a founding member of the Hong Kong Ballet For All. She worked as a dancer for local television stations and she then went on to study at the London School of Contemporary Dance. After returning to Hong Kong, Lai worked as a Choreographer and Assistant Dance Director for Rediffusion Television. Her choreography was featured at the City Hall in 1977 and 78. She joined CCDC in 1979.

Lai has choreographed for most local companies such as the Hong Kong Dance Company, the Hong Kong Repertory Theatre, the Hong Kong Ballet and DanceArt, as well as a number of film and musical productions. Outside Hong Kong, Lai has choreographed for the Cloud Gate Dance Theatre and the Crossover Dance Company in Taipei, the Contempodanza and the Ballet Estudio in Mexico City, the Guangdong Modern Dance Company and the Singapore Dance Theatre.

Lai's important works include Winterreise, Exits and Entrances, Insomnia, Nine Songs, The Rite of Spring, Invisible Cities, Loose Pages from a Woman's Diary, Revolutionary Pekinese Opera (Millennium Mix), In the Beginning, Plaza X, The Tragedy of Mr O, There, after …, The Comedy of K, Colour Fugue, Testimony and HerStory. Revolutionary Pekinese Opera (Millennium Mix) was presented in the Karmiel Dance Festival in Israel and the Festival of Cultures in Munich in 1997. Following the success of the UK debut of Nine Songs, Lai was invited to present the piece in Lyon Biennial Dance Festival in September 2000.

In July 2000, Lai was awarded the "Medal of Honour" by the Hong Kong SAR Government. Other awards include "Choreographer of the Year" from the Hong Kong Artists' Guild (1990) and the "Badge of Honour" from the Queen of the United Kingdom (1995). She received the "Hong Kong Dance Alliance Dance Awards" in 1999, 2000 and 01 respectively for her choreography of In the Beginning, Summer Solstice and Plaza X. In 2002, Lai was awarded the "Distinguished Achievement Award" from the Hong Kong Dance Alliance. In 2003, she received the "Award for Arts Achievement (Dance)" from The Hong Kong Arts Development Council for her contributions towards arts development in Hong Kong. Lai received the Honorary Fellowship from The Hong Kong Academy for Performing Arts in July 2004.

Lai was the Artistic Director of CCDC from 1985 to 89 and is currently its Resident Choreographer.