In 1981, Lau made a guest appearance in one of Susanna Kwan's music videos and caught the eye of the manager Teddy Robin. Teddy Robin then gave Lau a chance to play a small role in the film, "Once Upon a Rainbow". This was the first step in Lau's film acting career. He landed a role in Ann Hui's 1982 film, "Boat People". Later in 1983 he had his first leading role in the Shaw Brothers-produced action film, "On the Wrong Track".