Filmography
| Year | Title | Role | Notes |
|---|---|---|---|
| 1984 | The Owl vs Bombo | Miss Yeung | |
| 1985 | Yes, Madam | Inspector Ng | |
| 1985 | Twinkle, Twinkle Lucky Stars | Judo instructor | |
| 1986 | In the Line of Duty | Michelle Yip | a.k.a. Wong ga jin si |
| 1987 | Magnificent Warriors | Fok Ming-Ming | |
| 1987 | Easy Money | Michelle Yeung | a.k.a. Tong tian da dao |
| 1992 | Police Story 3: Super Cop | Inspector Jessica Yang | |
| 1993 | The Heroic Trio | Ching/Invisible Woman/Number 3 | |
| 1993 | Butterfly and Sword | Lady Ko | |
| 1993 | Executioners | Ching/San/Carol | |
| 1993 | Holy Weapon | Ching Sze/To Col Ching | |
| 1993 | Once a Cop | Jessica Yang | |
| 1993 | Tai Chi Master | Siu Lin | |
| 1994 | Shaolin Popey 2 – Messy Temple | Ah King | a.k.a. Shao Lin xiao zi II: Xin wu long yuan |
| 1994 | Wonder Seven | Ying | a.k.a. 7 jin gong |
| 1994 | Wing Chun | Yim Wing Chun | |
| 1996 | Ah Kam | Ah Kam | a.k.a. A Jin de gu shi |
| 1997 | The Soong Sisters | Soong Ai-ling/Madam Kung | |
| 1997 | Tomorrow Never Dies | Wai Lin | |
| 1999 | Moonlight Express | Sis | a.k.a. Sing yuet tung wa |
| 2000 | Crouching Tiger, Hidden Dragon | Yu Shu Lien | |
| 2002 | The Touch | Pak Yin Fay | |
| 2004 | Silver Hawk | Lulu Wong / The Silver Hawk | |
| 2005 | Memoirs of a Geisha | Mameha | |
| 2006 | Fearless | Ms. Yang | (director's cut only) |
| 2007 | Sunshine | Corazon | |
| 2007 | Far North | Saiva | |
| 2008 | The Children of Huang Shi | Mrs.Wang | |
| 2008 | Babylon A.D. | Sister Rebeka | |
| 2008 | The Mummy: Tomb of the Dragon Emperor | Zi Yuan | |
| 2009 | Turning Point | As herself | Make Roads Safe documentary |
| 2009 | Among The Great Apes With Michelle Yeoh | As herself | National Geographic documentary |
| 2010 | True Legend | Sister Yu | |
| 2010 | Reign of Assassins | Zeng Jing | Chinese title Jianyu a.k.a. Jianyu Jianghu |
| 2011 | Kung Fu Panda 2 | Soothsayer | (voice) |
| 2011 | The Lady | Aung San Suu Kyi | biographical film about the Nobel laureate |
| 2012 | Cooktales | Julia | directed by Gina Kim (in production) |
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