Working with installation, performance, and video art, Xu combines dark humor, irony, and elements of shock in his work as criticism of societal assumptions and structures. In 2009, Xu founded MadeIn Company, which according to the company's website, "it is a contemporary art creation company, focusing on the production of creativity and the research of contemporary culture's infinite possibilities."
Aside from being an artist, Xu Zhen is also a curator. He has co-curated several major exhibitions in Shanghai and in 2006 was one of the initiators of the online contemporary art forum, Art-Ba-Ba.
Recent solo exhibitions include Kunsthaus Graz (2015), Witte de Witte, Rotterdam (2015), Ullens Center for Contemporary Art, Beijing (2014), the Minsheng Museum, Shanghai (2012) and Kunsthalle Bern, Switzerland (2011). Group exhibitions include: China The 7th Asia Pacific Triennial of Contemporary Art, Gallery of Modern Art, Brisbane, (2012); Art Of Change: New Directions from China, Hayward Gallery, London (2012); Inside the White Cube, London (2012); 12 Rooms, Museum Folkwang, Gelsenkirchen (2012); The Thirteen: Chinese Video Now, Museum of Modern Art, NYC (2006); The Real Thing: Contemporary Art From China, Tate Liverpool (2007); Follow Me! Chinese Contemporary Art at the Threshold of the New Millennium, Mori Art Museum, Tokyo (2005) and the 49th Venice Biennale, Venice (2001).