Kwok graduated from St John's Co-education College in Hong Kong. After graduating from secondary school, Kwok worked as a junior staff in King Fook Gold & Jewellery Co. Ltd. His father, who owns a small gold retail store, desired that he gain experience in the business with the view of eventually handing the family business over to him. If not for one of Kwok's brothers taking over the gold business, his father would not have allowed him to join the entertainment industry. In 1984, he was fired for prolonged absenteeism (sick leave) caused by a foot muscle injury from trying the splits at a party.
After being fired from the jewellery company in 1984, at the age of 19, Kwok joined a dancer training course at TVB, where his talent for dancing was immediately recognised. Kwok then performed in music videos and variety shows for other singers. In 1987 he was transferred to the acting department of the talent training course and became a TV actor, where he played minor parts in TVB dramas. In 1990 he did a TV commercial in Taiwan for the Honda motorcycle DJ-1RR. The commercial gained him instant popularity with Taiwanese girls, and he immediately burst onto the music scene.