Yan was born in China and raised in Hong Kong and Washington, DC. She graduated with a bachelor's degree from Princeton University's Woodrow Wilson School of Public and International Affairs in 2008, an MBA from the New York University Stern School of Business in 2014  and an MBA/MFA dual degree in producing from the New York University Tisch School of the Arts Graduate Film Program in 2016.
After making several shorts, Yan wrote and directed Dead Pigs, her debut movie set in Shanghai. She decided to pursue the film after reading a news story about 16,000 dead pigs mysteriously floating down the Huangpu River, which she found a compelling metaphor. Funded by Chinese investors, Yan shot the dark comedy in Shanghai with a bilingual crew, then completed the film in New York; "Sixth Generation" filmmaker Jia Zhangke executive produced. Dead Pigs premiered at the Sundance Film Festival and won a Special Jury Award for ensemble acting.
In April 2018, Yan was selected to direct a Harley Quinn DC Extended Universe superhero film based on the comic Birds of Prey, with Christina Hodson writing the script and Margot Robbie attached to star. Yan will be the second woman and the first Asian woman to direct a DC film (or any US superhero film). The film is scheduled for release on February 7, 2020.
|2013||Last Night||Yes||Yes||Short films|
|According to My Mother||Yes||Yes|
|2020||Birds of Prey||Yes||No||Post-production|
|Of Tooth and Time|
|2016||Sky Ladder: The Art of Cai Guo-Qiang||Documentary film;|
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- Karuppur, Abhiram (2018). "Feb. 13, 2018: Hamm '78 on Activism in Newark; Sigman '89 *98's New Spin on Interpretive Dance; and More". Princeton Alumni Weekly. Retrieved 17 July 2018.
- Teodorczuk, Tom (2018). "Sundance award-winning director Cathy Yan on shunning Hollywood for China with her debut movie 'Dead Pigs'". MarketWatch. Retrieved 17 July 2018.
- "Tisch at Sundance - 2018 Sundance - Premieres". Tisch School of the Arts. 2018. Retrieved 17 July 2018.
- "Cathy Yan". Tisch School of the Arts. Retrieved 17 April 2018.
- Kiang, Jessica (25 January 2018). "Sundance Film Review: 'Dead Pigs'". Variety. Retrieved 17 April 2018.
- Fleming, Mike Jr (17 April 2018). "Cathy Yan Is Warner Bros' Choice To Direct Margot Robbie In Next Harley Quinn Film". Deadline. Retrieved 17 April 2018.
- Couch, Aaron (September 24, 2018). "Margot Robbie's 'Birds of Prey' Gets 2020 Release Date confirmed". The Hollywood Reporter. Retrieved September 24, 2018.
- "Margot Robbie Reveals Full 'Birds of Prey' Title: 'The Fantabulous Emancipation of One Harley Quinn'". thehollywoodreporter. November 20, 2018. Retrieved November 20, 2018.