Though his background is in computers and business administration, Wong has always had a deep affection for music. He studied violin as a child with Szetu Hsincheng and Chen Chao-liang, and also studied yangchin with the Chaochou school's Luo Yu-lin. He got his first insight into conducting by mimicking Chen Chiu-sheng, and after beginning work he took classes in conducting at the university, building up his foundation in theory.
雖然本行是電腦和商業管理，汪大衛與音樂的淵源頗深，他從小學小提琴，師事司徒興城與陳昭良，還曾向潮州派羅玉麟拜師學揚琴，指揮則早年私淑陳秋盛，後來做事時又到大學修習課程，打下理論基礎。