In 1994, after winning first prize in choreography and performance at a national modern dance competition in China, he moved to New York after receiving a scholarship from the Nikolais/Louis Dance Theater Lab. Soon, he turned his attention to film, while continuing to pursue innovation in dance theory, choreography and painting throughout the 1990s. In 2000, he founded his own dance company, the New Yorkbased Shen Wei Dance Arts.

In 2018, a solo exhibition of Shen's work was presented at the Power Station of Art in Shanghai, offering viewers one of the first comprehensive looks at the artist's interconnected approach and work from the 1990s to the present day.

Last year, he was given the 2020 Samuel H. Scripts/American Dance Festival Award for lifetime achievement by the American Dance Festival.

"Shen Wei is one of the most innovative choreographers of the 21st century. His original movement fusing Eastern and Western traditions combined with his exquisite costume and set designs create life-size visual feasts that transport and thrill audiences," stated ADF executive director Jodee Nimerichter.

"Dance and choreography influence my painting, film and others. Also other art forms influences my dance creation as well because each art form has its own special quality, and it reaches different feelings, expressions and understandings," he says.

The artist hopes that the exhibition would come to China in the near future, since the exhibition "has the most important and newest works of mine. It connects the cultural and tradition from the past of China to the modern time," he says.