Pun Siu-fai was a dancer of Hong Kong Dance Company before joining CCDC in 1985. He then received the Asian Cultural Council Fellowship and the Rotary International Scholarship to study dance in New York. In the United States, he was commissioned by the Triplex Performing Arts Center, LaMama ETC, the New York International Festival of the Arts and the New York State Arts Council to create new works.

Pun returned to CCDC in 1993 to further develop CCDC's education and outreach work. During this period, Pun established the Second Company of CCDC and launched five series of Podium Dance Project for various universities and colleges in Hong Kong.

His major works for CCDC include Notes from a Schizophrenic City, Lost in a Melodramatic City and Haunted House at High Street. His works have been presented in the Hong Kong Festival in Berlin (1996) and Festival of Cultures, Contemporary Art and Culture of Hong Kong, China in Munich (1997).

In 1998, he embarked on a new project, Environmental Dance Series by Pun Siu-fai and successfully transformed historical sites such as the old railway station, the Tsim Sha Tsui Clock Tower, and the Sam Tung Uk Museum into new performance space. In 2000, Pun was commissioned to create a site-specific spectacle for the opening of the Hong Kong Heritage Museum in the Millennium Festival. Rice, Spice, Zen & Colour, the latest work of the Environmental Dance Series by Pun Siu-fai, was the opening performance of the New Vision Arts Festival. Recent choreographies include As Time Goes By of CCDC Dance Season 2003 and Hope, the opening performance of AWESOME Festival in Perth.

Pun was commissioned by the Hong Kong Housing Authority to create Environmental Protection Dance Series: Beauty Queen and Her Deadly Sins in 2001 and Vogue in 2002.

Being a versatile choreographer, Pun has also worked for the Asian Arts Festival, Chung Ying Theatre Company as well as for television and film productions in Hong Kong.

Pun is currently the Director of CCDC Dance Centre and the Artistic Director of Guangdong Modern Dance Company. He was appointed as the Representative of Arts Interest (Dance) of The Hong Kong Arts Development Council in 2008.