The diva has been regularly writing columns and doing illustrations for Hong Kong newspapers.
Early this year, the 38-year-old also released her memoirs, Worth It, which made Hong Kong's bestsellers' lists.
She said: "Columns are channels for me to vent my feelings. I've enjoyed writing since childhood because I think words exude indescribable power."
But Cheng admitted she is slow in putting her thoughts to words.
She said: "Writing columns usually requires much deep thought and I often give editors grief as I don't submit my drafts until the last minute."
Cheng said she does illustrations when words cannot describe her feelings.
She said: "When I'm depressed, drawing is very good therapy."
As if being a top Cantopop queen and best-selling author aren't enough, Cheng may release a cookbook soon.
She said: "I try to marry my work with my beliefs. I also have strange ideas. I may release a cookbook, but I am no chef.
"But I think people may be encouraged to try cooking if they read about my attempts to cook simple dishes. I hope to realise my dream next year."
But Cheng's culinary skills are almost non-existent - the paparazzi have caught her eating instant noodles for dinner.
She said: "I don't even have a clue as to how to turn on my stove. So if I were to release a cookbook, I must make an effort to learn cooking to encourage others in the same situation."
After all those years of keeping a low profile, Cheng's outlook on life has changed dramatically.
Now, the born-again Christian does not worry about success or failure, choosing instead to enjoy the process of doing things.
Cheng said: "I used to believe in fate. I used to think that good and bad luck would dominate a person's life. But after embracing Christianity again, my philosophy has changed. Now, I leave everything to God's will."
Her career has peaked with good results when it comes to record sales and box-office takings.
Her comeback Show Mi Tour has also been rewarding. But the same can't be said of her love life.
After all, Cheng hasn't had a serious relationship since she and Hong Kong actor-singer Andy Hui broke up in 2004 after a 13-year relationship.
She said: "Of course, I look forward to meeting the right person. But I'll leave it to God."
So what is Cheng's attitude towards love, family and marriage?
She said: "All three are important to me. Marriage is too important to a girl. If a marriage is unhappy, the unhappy spouse bears the burden alone.
"So I'm not bothered no matter what stories the media spins about my romances. As long as I listen to myself, that's what matters."
Kinship over romance
Cheng added that she values kinship more than romance.
In Worth It, Cheng wrote about the unwavering care her family showered on her while she battled depression, saying that their support helped her to recover.
She said that in the past, she did not know how to control her emotions. This made her bad-tempered and, thus, unpopular with the Hong Kong media.
Cheng said: "I've matured a lot after recovering from depression. I communicate better with my family now because I've mellowed a lot."
She now prefers to spend her free time with her parents than be out painting the town red.
She said: "I had moved out on my own some time ago, so I cherish the times when I can see my parents."
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