Bao Di was born in Shanghai and began learning the violin when she was twelve.
She graduated from the Shanghai Conservatory with a Bachelor of Music in 1982. During her time studying, she received a scholarship from the Australian Department of Foreign Affairs to study abroad in Tasmania for a year.
In 1985, Bao Di received another scholarship from The Rotary Club of Hobart and came back to Australia where she completed her graduate diploma under Jan Sedivka.
Bao Di performed with the Shanghai Symphony Orchestra, Tasmania Symphony Orchestra, and Sydney Symphony Orchestra prior to starting a full time position with West Australian Symphony Orchestra in 1988.