A graduate from the Hong Kong Academy for Performing Arts, Cheung King-lun went on a scholarship to Birmingham Conservatoire, where he graduated with a BA in Music before going to Paris for further studies. Later, King-lun was admitted to the Geneva University of Music, in Switzerland, where he studied with Roger Birnstingl, a prominent British bassoonist. During his days in Europe, King-lun played with several orchestras, besides being involved in regular performances and the Belfort Music Festival held in France. Moreover, he joined the master classes respectively by Milan Turkovic in Salzburg, Austria, and by Kim Walker in Geneva, Switzerland. In 1991, King-lun toured with the Asian Youth Orchestra (AYO) as a soloist.

After returning to Hong Kong, King-lun became a Bassoon teacher and established Eastern Winds Ensemble to promote chamber music for wind instruments, being also one of the founders of Hong Kong Wind Kamerata. Moreover, he played as a guest and bass bassoonist with orchestras in Hong Kong, Macao, Guangzhou, Singapore, and Thailand, and was invited to perform at the 2006 New Year Concert Featuring Overseas Chinese Musicians. From 2009 to 2010, King-lun served as the principal bassoonist at the Shenzhen Symphony Orchestra.