The singer-songwriter has been a household name in China and has frequently performed at grand galas and big concerts.
Cheng says she had long planned to have such a concert.
"Small, simple and sincere, the concert takes me closer to the audience and allows me to share my life," she says.
For years, Cheng had withdrawn from the limelight and traveled worldwide as a photographer.
During the concert, photos she took during the past decade were displayed alongside songs she performed.
"Besides recording my life, photography, like music, expresses my feelings about the world," she says. "I can still recall some memorable moments when I traveled to countries like Brazil, Cuba and Argentina. I enjoy Latin music very much. It is full of happiness, passion and romance."
