- Establishes a deep bond with the wolf actor C-Saw when filming Wolf Totem (2015) in Inner Mongolia. After C-Saw retired and moved to a Canadian ranch, Feng adopts him and provides life-long financial assistance.
- While his role in Wolf Totem (2015), Chen Zhang, is age 21, he was actually 35 when shooting the film.
- Before starting his film career, he was a television actor for ten years, making his appearances in more than than 100 television episodes but received little attention.
- When filming The Golden Era (2014), Feng learned his co-actress, Tang Wei, fasted to simulate her character's state of hunger that depicted in the scripts. He also tried to do the same and fast, but ended up fainted and failed.
- He is an enthusiastic motorcycle rider, but quit riding after an accident. He slid under a truck, and his motorcycle was crushed to pieces. Though he was not seriously injured, his father forced him to revoke his driving licence.
- Director Soi Cheang requires him to lose weights for the role in The Monkey King 2 (2016).
- Likes Julia Roberts and her performance in Notting Hill (1999). He visited Notting Hill in London when shooting the Chinese remake of My Best Friend's Wedding (1997), which also stars Julia Roberts.
- In 2007, he was seriously injured in a car accident and hospitalized at the time played a small character in a television drama. According to the television producer, Feng's first sentence after regaining consciousness was "I will get well soon, and please don't replace me.".
- When filming The Monkey King 2 (2016), Feng's horse suddenly reared backwards, dropped him off, and crushed him under 500 kg weight. He was soon hospitalized and diagnosed bone fracture, which took two months to recover. He insisted to attend the film's news conference in 3 days, and back to the studio in two weeks.
- A horse stood on Shaofeng Feng's foot and broke his toe during filming Prince of Lan Ling (2013). He wore a cast and came back to work in the same day after the accident.
- Fell off the stage and broke his left arm when shooting the last take in the last scene of The Continent (2014), but the scene was later cut by director Han Han.
- Has become a protege of Kuo-Fu Chen after Chen provided instructions for his performance in Painted Skin: The Resurrection (2012).
- Admits that he was less adapted to director Hark Tsui's style when they collaborated first-time for Young Detective Dee: Rise of the Sea Dragon (2013). Feng barely understood the director's intent. He improves his acting style in the squeal, Detective Dee: The Four Heavenly Kings (2018). Feng combines the acting style of the "wusheng," the marital-art character , in Peking opera and "Sakuraki Hanamichi" in the classic Japanese comic Slam Dunk, under which he and director Hark Tsui try to presents his role Yuchi Zhenjin's comedic tone through an action-driven personality as well as the discontinuous change of mood.
- Marlon Brando is his idol of acting.
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