Xiao Sha started training in gymnastics at age 6. She medaled at the Chinese national championships, including gold for all-round in 2006, silver for all-round in 2007, gold for balance beam in 2008 and gold for all-round and balance beam in 2009. She was also the leading gymnast for the Guizhou team, competing on all four apparatus in the team events. At the 11th Chinese national games in 2009, Xiao came 7th in all-round, 8th on balance beam and 5th on floor, while the Guizhou team she led came 7th.