The 40-year-old lived in France for five years after marrying film-maker Olivier Assayas, but she returned to her homeland to seek solace following the break-up of her marriage.
However, during her absence Cheung's popularity in Hong Kong had risen to new heights - and she soon realised she would struggle to safeguard her privacy from snappers hell-bent on capturing her every move.
She says, "They've become so vicious. If you want a normal life, you can't live there."
Desperate for peace and quiet, Cheung retired to her mountainside retreat - and thought she had escaped the media glare.
She adds, "After I'd been there two weeks, someone phoned and said, 'Did you read the magazines? They've been spying on you in the mountains - there have been pictures of you at home everyday for a week.'
"And that just shattered my world. I'd built this paradise for myself to have a quiet life - and then downstairs there are three cars every morning... I just don't want them to find out anything about me."28/06/2005 05:44