Lan Sai attended kindergarten, primary and secondary school at the Sacred Heart Canossian College. She graduated from Department of English, City University of Hong Kong in 1994 with bachelor's degree. In 2008, she obtained a master's degree in anthropology from the Chinese University of Hong Kong.

She joined Commercial Radio Hong Kong in the mid-1990's and co-hosted a show in Ultimate 903. In the late '90s, she switched to Metro Radio and continued to participate in radio shows at Metro 997.