Melody Sze was born in Hong Kong. She obtained her Doctor of Musical Arts degree from Michigan State University (MSU) and Master of Music in Vocal Performance from the New England Conservatory of Music in Boston. Dr. Sze also holds a Professional Diploma in Western Opera from The Hong Kong Academy for Performing Arts (HKAPA) and Bachelor of Arts degree in Music with honors from The Chinese University of Hong Kong. She was a recipient of a number of scholarships, including the Michigan State University Dissertation Completion Fellowship, Hong Kong Arts Development Council Scholarship, the Bernard Van Zuiden Music Fund, Jockey Club Music and Dance Fund as well as HKAPA full tuition scholarship. She was a winner in NATS Michigan audition Advanced Men and Women.

Dr. Sze has taken principal operatic roles in Rossini's Cinderella (La Cenerentola) as Cinderella, De Falla's El Retablo de Maese Pedro as The Boy, Daniel Catán's Florencia en el Amazonas as Paula, Mozart's Don Giovanni as Elvira, Offenbach's Tales of Hoffmann as Nicklausse, Britten's Turn of the Screw as Mrs Grose, Smetana's The Bartered Bride as Ludmilla, and the premiere of the Cantonese musical Boys and Girls as the leading role Susan. Her professional opera companies engagements include, Grand Rapids Opera (USA) production of Bizet's Carmen as Mercédès, Opera Hong Kong productions of Verdi's La Traviata as Flora , Bizet's Carmen as Mercédès and Gounod's Romeo et Juliette as Stephano, Hong Kong International Opera Production of Gounod's Faust as Siebel, Musica Viva’s La Fille du Régiment as Marquise, Macao International Music Festival production for Puccini's Suor Angelica as The Nursing Sister. She also performed in Beijing’s National Center for the Performing Arts at the Second Lady in Magic Flute.

Besides operas, Dr. Sze has performed actively as a concert soloist, such as Mahler's Song of a Wayfarer, Bach's Magnificat, Haydn's Harmoniemesse, Beethoven's Symphony No.9, Saint-Saëns Christmas Oratorio, McCartney's Liverpool Oratorio, Mozart's Requiem, Schubert's Mass in A^b and Magnificat in C, Handel's Messiah, Vivaldi's Gloria (RV 588 and RV 589), Imant Ramish's Magnificat, De Falla's Siete Canciones Populares Españolas, and a number of other vocal works with various orchestras.