Xie Jun was born in Beijing, and became junior Xiangqi (Chinese chess) champion of the city at the age of six. She was later persuaded to take up chess.
In 1991, Xie Jun won the women's world championship for the first time, winning a match against Maya Chiburdanidze, who had held the title since 1978, by a score of 8.5 - 6.5. In 1993 she successfully defended her title against Nana Ioseliani (winning their match 8.5 - 2.5) before losing in 1996 to Zsuzsa Polgar 8.5 - 4.5. In 1999 she won the title back, defeating Alisa Galliamova 8.5 - 6.5. In 2000, FIDE changed the format of the world championship to a knock-out system, and Xie won the title again, beating fellow Chinese player Qin Kanying 2.5 - 1.5 in the final.
Despite these achievements, Xie Jun has never been ranked number one in the world among women by FIDE, Judit Polgar, who refuses to play in women-only events, holding that place for as long as Xie has been playing at the top level.
Xie Jun proved to be the first of a number of strong Chinese women players, the others including Zhu Chen, Yuhua Xu and Lei Wang. She was an important factor in the Chinese women's team winning the gold medal at the 1998 Chess Olympiad in Elista.
Around the end of the 1990s, Xie Jun was reading for a doctorate in psychology.