Born in Zhejiang, China, Shen Jie trained at Zhejiang Vocational Academy of Art, Guangzhou Dance School and The Hong Kong Academy for Performing Arts. He joined Hong Kong Ballet in 2007, was named Soloist in 2013 and became Principal Dancer in 2016. In 2022, he was appointed HKB’s Arts Education and Cultural Ambassador.

With HKB, Shen has danced numerous principal and featured roles, including Albrecht in Septime Webre and Charla Genn’s Giselle, Fritz in both Stephen Jefferies’ and Terence Kohler’s The Nutcracker, as well as Prince and Chinese Doll in the latter version, Blue Bird in Cynthia Harvey’s The Sleeping Beauty, Basilio in Nina Ananiashvili’s Don Quixote, Ali and Birbanto in Anna-Marie Holmes' Le Corsaire, Romeo and Mercutio in Rudi van Dantzig’s Romeo and Juliet, Romeo and Little Mak in Webre’s Romeo + Juliet, Franz in Ronald Hynd’s Coppélia, Camille in Hynd’s The Merry Widow, Pinocchio in Pär Isberg’s Pinocchio, Gustave in Val Caniparoli’s Lady of the Camellias, White Rabbit and Joker in Webre’s ALICE (in wonderland), Peter Pan and Noodler in Webre’s Peter Pan, George Wilson and Nick Carraway in Webre’s The Great Gatsby, Pao Yu in Wang Xin Peng’s The Dream of the Red Chamber, Young Uncle Tak in Yuri Ng’s Firecracker, Young Emperor and Frog Prince in Ng’s The Frog Prince–A Ballet Chinois, Jester in Natalia Conus’ Swan Lake Act III and lead roles in George Balanchine’s Jewels. He was also featured in John Meehan’s Swan Lake, Jiří Kylián's Petite Mort and Sechs Tänze, Nacho Duato’s Castrati, Christopher Wheeldon’s Rush, Alexei Ratmansky’s Le Carnaval des Animaux, Jorma Elo’s Shape of Glow, Wayne McGregor’s Chroma, Edwaard Liang’s Sacred Thread, Trey McIntyre’s A Day in the Life, Justin Peck’s Year of the Rabbit, Annabelle Lopez Ochoa's Sombrerisimo, Fei Bo’s Shenren Chang, Justyne Li and Wong Tan-ki’s Galatea & Pygmalion and Hu Song Wei Ricky’s Between the Emotion and the Response, among others.

Shen won Outstanding Performance by a Male Dancer at the 2016 and 2019 Hong Kong Dance Awards. Additionally, he was nominated for the prestigious Prix Benois de la Danse for his role of Pao Yu in Wang Xin Peng’s The Dream of the Red Chamber in 2014.