 Xu made her directorial debut with the film "My Father and I" (2003), where she also starred as the lead actress.The film, which tackled the delicate relationship between a Chinese father and his daughter, received widespread critical acclaim and won her a Golden Rooster for Best Directing Debut.Her second directorial work, "Letter from an Unknown Woman" (2004) was a romantic story based on the classic novel of Stefan Zweig, and won her the Silver Shell for Best Director at the San Sebastian International Film Festival in Spain.