Niu was born in Taipei, Taiwan on June 22, 1966. He grew up in the military dependents' village in Gongguan, Taipei. His father's family is from the Manchu Niohuru clan and his mother's family has military background. His grandfather was a general, so he would often accompany him to visit Chiang Kai-shek. When he was 12, his father was diagnosed with amyotrophic lateral sclerosis and became bed-ridden for 25 years until his death.
His love for Hong Kong cinema may have influenced his later works.