Tsai was a squash player at Yale, playing No. 2 for the team, and named as an All-Ivy League player in 1986. While attending culinary school in France, Tsai played professionally on the European circuit.
His squash coach at Yale, David Talbott, is now his brother-in-law, as is the legendary Mark Talbott, a former World No. 1 hardball squash player. In 2004 Tsai played a celebrity squash match against professional golfer Brad Faxon at a Boston squash club. In 2005 he played against Mark Talbott in a charity match at a squash club in San Francisco
