Henry Shek studied both the violin and piano at an early age. He was awarded a scholarship to the San Francisco Conservatory of Music, and upon graduation with distinction in orchestral conducting was immediately engaged by conductor Yasushi Akutagawa to be his assistant at the Tokyo Symphony Orchestra and the New Symphony Orchestra in Japan. After winning numerous conducting prizes at prestigious international competitions, Shek embarked on a career of conducting international orchestras, opera houses and ballet.
Shek was appointed music director of the Hong Kong Chinese Orchestra from 1993 to 1997, and continued to be its principal conductor (Promotional Series) until 1999. During this period, Shek made great strides to internationalise and promote Chinese symphonic music and made a series of recordings under the Marco Polo International label. His other recordings with the Hong Kong Philharmonic, the Shanghai Symphony and the Moscow Symphony have been international bestsellers.
Shek is the founder of the Hong Kong Opera Company and the New Philharmonia of Hong Kong of which he is musical and artistic director, and in 1999 established the Hong Kong Choir of Outstanding Children and the New Philharmonia Youth Orchestra of Hong Kong. Shek has also been awarded two honorary doctorate degrees.