Though a respectable actor, Lau was initially known more for his handsome features. Some people he has worked with have called him a matinee idol, but he has claimed to be an artist. Lau has proved his acting skills in many of his films. His first major acting prize came with "A Fighter's Blues", which was his first Golden Bauhinia Award for Best Actor. He would win the Hong Kong Film Award for Best Actor award that year for "Running Out of Time". In 2004, he won the prestigious Golden Horse Award for Best Leading Actor for his performance in "Infernal Affairs III", the second sequel to the popular "Infernal Affairs". He is also known to Western audiences for starring in "wuxia" films such as "House of Flying Daggers", which was nominated for an Academy Award for Best Cinematography.