Cheng's father was a mainlander from Fuzhou, Fujian, China and his mother was from Keelung, Taiwan. Cheng was born in the year of the February 28 Incident. On his first job-seeking résumé, Cheng Nan-jung wrote: "I was born the year of the February 28 Incident, and this incident has tormented me throughout my life... Only because we were protected by our neighbors were we mainlanders safe from the wave of retaliation from the Taiwanese." He wrote that his experience growing up in the White Terror drove his commitment to Taiwan independence.