Taiwanese pop star Jay Chou tends to excel at whatever he puts his mind to. He’s one of Asia’s best-known singers, the director of an award-winning movie and a magician with his own Netflix series. But when it came to collecting art, Chou wasn’t, by his own admission, instantly successful.

His first foray into the art world began in Paris’ Le Marais neighborhood, an area renowned for its mish-mash of galleries, boutiques and bars. There, a three-dimensional, stereoscopic work caught his attention, so he purchased it and brought it back home to Taiwan.

He thought the piece was “super cool” at the time, he recalled in a video interview from Taipei. But his art-savvy friends didn’t agree. “They said they would introduce me to a good art adviser,” joked Chou, who buried the artwork in a warehouse and hasn’t taken it out since.

The “Mandopop” (Mandarin pop) singer has come a long way since then. At home, a pink Picasso (a color closely associated with Chou,…