In a 2012 interview, Cheung's eldest sister, Ophelia, stated Cheung was diagnosed with clinical depression caused by a chemical imbalance in the brain. She said that reporters were frequently found outside of her brother's home which hampered his ability to get to his doctor's facility. Thus, he would come over to her house to consult with his doctor. He would ask his sister, "Why am I depressed? I have money and so many people love me." He was reluctant to take medication for his depression.