In 2000, Lau starred as a Muay thai fighter in his 100th film, "A Fighter's Blues", in which he also produced, and netted him the Golden Bauhinia Awards for Best Actor. In 2002, he starred as triad mole Lau Kin-ming in the highly acclaimed crime thriller, "Infernal Affairs", a film considered to have "single-handedly revived the moribund Hong Kong film industry." "Infernal Affairs" grossed HK$55,057,176 at the Hong Kong box office, making it Lau's highest-grossing film in Hong Kong to date, and also earned Lau a Best Actor nomination both at the Hong Kong Film Awards and at the Golden Horse Awards. The following year, Lau starred in the sequel, "Infernal Affairs III", which won him the Golden Horse Award for Best Leading Actor, and in the Buddhism-themed action thriller, "Running on Karma", winning him his second Hong Kong Film Award for Best Actor. The same year, Lau directed and starred in his only directorial feature to date, the musical short "Love Under the Sun" to raise awareness about AIDS and dispel common misconceptions regarding its contagiousness. In 2004, Lau renamed his company, Teamwork Motion Pictures, to Focus Group Holdings Limited, with its first film production being the crime film, "Jiang Hu", which he also produced and starred as a triad leader who is a target of an assassination hit. The same year, Lau also made his first venture in the Mainland Chinese film market, starring in the "wuxia" film, "House of Flying Daggers", which premiered at the 2004 Cannes Film Festival, and the action drama "A World without Thieves", with the two films being the second and third-highest-grossing films of the year at the Chinese box office respectively. In 2007, he played a drug lord in the crime drama film, "Protégé", which won him the Hong Kong Film Award for Best Supporting Actor.