Paula Tsui Siu-Fung (徐小鳳) is the oldest of six children, with three brothers and two sisters. After graduating high school, she worked at her father's salon as a nail technician and hairstylist.

According to HK magazine, Paula Tsui was born in Hubei, but her family moved to Hong Kong when she was still a baby, therefore, all of her memory is about Hong Kong. Tsui recalls her childhood as being a mischievous girl. She thinks of herself as hard to control and was definitely not a good kid. For example, she only enjoyed music classes, because she thought singing was so natural to her. However, when her class teacher asked her to sing the school hymns, she rejected and ended up singing pop songs. She believes that her rebellious attitude came about because she never knew what she wanted to do, and that makes her memory of youth so unclear, she only remembers frequently changing jobs.

The thing that changed her life was a singing contest when Tsui entered one in 1965. Initially, she was reluctant to join the competition, but her friends kept persuading her and said that they would not participate without Tsui.[4] Then finally, Tsui won that contest came out the champion.[4] At the same time, Tsui's parents did not approve of her becoming a singer, because they thought musically performing was a shameful career, and that is the reason why Tsui refused to let her family see her performances.[4] However, Tsui promised her family that she would not change her mind and principles. Finally, her family agreed with her choice to become a singer. Tsui felt so grateful to her parents' reluctance and from it came a promise with her family to become a successful singer. Show business had a lot of temptations and this promise kept a firm focus on her singing.

Tsui is private about her personal life, especially in regards to her romantic life. It was not until the 1990s that was discovered that she had been secretly married to Hong Kong radio host and legislator Albert Cheng between 1975 and 1979. Tsui was then already a renowned singer, while Cheng was still relatively unknown at that time.

Tsui currently resides in Canada.

据香港杂志报道，徐小凤出生在湖北，但在她还是个婴儿的时候，她的家人就搬到了香港，因此，她所有的记忆都是关于香港的。徐回忆起她的童年是一个淘气的女孩。她认为自己很难控制，绝对不是一个好孩子。例如，她只喜欢音乐课，因为她认为唱歌对她来说是如此自然。然而，当她的班主任让她唱校歌时，她拒绝了，最终唱了流行歌曲。她认为，她之所以叛逆的态度，是因为从来不知道自己想做什么，这让她对青春的记忆如此模糊，只记得频繁换工作。

改变她生活的是 1965 年徐参加歌唱比赛时。最初，她不愿意参加比赛，但她的朋友不断劝说，没有徐不会参加。最后，徐赢得了那场比赛，获得了冠军。与此同时，徐的父母并不赞成她成为歌手，因为他们认为音乐表演是一个可耻的职业，这就是徐拒绝让家人观看她的表演的原因。然而，徐小凤向家人承诺，她不会改变自己的想法和原则。最后，她的家人同意她成为一名歌手的选择。

她的个人生活保密，尤其是她的浪漫生活。直到 1990 年代，才被发现她在 1975 年至 1979 年期间与香港电台主持人兼立法会议员郑恩工秘密结婚。当时已经是一位著名的歌手，而郑当时还相对不为人知。

徐小凤目前居住在加拿大。