In 2008, Leong met Hong Kong businessman Richard Li, son of Billionaire Li Ka-shing, on a movie set, when she was 20 and he was 41. In April 2009, Leong gave birth to their first son Ethan Li Cheung Tsz. For this, Leong was allowed to use Li's family mansions in San Francisco. They also provided her with an entourage of caregivers, including five Bodyguards, four full-time nannies and a personal attendant. Channel News Asia has speculated on whether Leong and Li have a prenuptial agreement. A 100-day-old banquet was held for her son from 9–11 July 2009, for three consecutive days, with some of the city's celebrities like Stanley Ho and his second wife Lam Wan Ying, and Tsang Yam Pui and his wife spotted in attendance.