Xiao Wong was born in Beijing, China, where he first received ear-training and piano lessons from his father at the age of 3. He began to study cello when he was 7 and entered the pre-college at the Central Conservatory of Music at the age of 9. After graduating from high school, he was admitted to the Manhattan School of Music in New York. His cello teachers were Lian San Wang, David Geber, David Soyer, Nathaniel Rosen, and Evelyn Elsing.
Wong was the recipient of numerous awards and prizes in both China and the United States. He won first prize in the Junior Division at the National Cello Competition in Beijing, China, and first prize at the Alexandria Symphony Concerto Competition, Paul Rolland String Competition, 5 Town Music and Arts Competition, and the University of Maryland Concerto Competition. He received a full scholarship to the Curtis Institute, the Manhattan School of Music, and an orchestra fellowship at the University of Maryland. He also attended music festivals such as the Tanglewood Music Festival, Music Academy of the West, and National Orchestra Institute.
Before joining the Houston Symphony, Wong was the associate principal of the Fort Worth Symphony and frequently appeared with the National Symphony Orchestra and the Kennedy Center Opera House in Washington D.C. In 2006 and 2009, he was invited to perform with the world Chinese Orchestra in Beijing and Shanghai.