2009–2011: "Mr. Rock Concert Tour", Jam Wild Dreams

Jam Hsiao's Mr. Rock Concert at Taipei Arena in December 2009, was a huge success. It was sold out within minutes. The stage set was designed to mimic a chess game. In lavish costumes, he performed songs in Mandarin, Cantonese, Taiwanese, English and Korean. He also incorporated his drumming and keyboard skills on stage. Without dancers or guest singers, Hsiao single-handedly completed his first large-scale concert and earned enthusiastic praise. He toured four more cities— Singapore, Beijing, Kuala Lumpur, and Shanghai – till February 2011. He tailored each concert to the local market demands and incorporated different local elements in each of the different concert locations which was highly appreciated by fans.

Jam Hsiao released his fourth record album Jam Wild Dreams in June 2011. He was involved in selecting, composing, recording, mixing and background harmony production. He had been the individual song producer since his 2009 "Princess" album but this time round, he got to take on the role of album producer, a first for Hsiao. He was quoted saying that this album represented his music ideologies and beliefs and that this album is the most live studio recorded album as he strive to preserve the energy and appeal of an actual live performance. This album received very good reviews and was the rank number one album on Taiwan's KKBOX Music Rank. This album also won him the Best Male Singer in Singapore 17th Golden Melody Awards. It became the 11th best-selling album of 2011 in Taiwan, with 50,000 copies sold.

In the beginning of 2011, Hsiao was voted as one of the most desirable singers by the audience in China, and was invited to perform in a trio with Li Jian and Khalil Fong on CCTV New Year's Gala. This is a five-hour variety show on Chinese New Year's Eve and it has become an ingrained tradition in most Chinese families. Therefore, it is a great honor to appear on this show. However, Hsiao fell ill with influenza and laryngitis just days before the event. He managed to run through the rehearsals but his condition worsened. On the night of the show, he could hardly speak. As a performer, Hsiao knew that he had to fulfill his commitment. As one of the trio members, he also realized that this could be once-in-a-life-time opportunity for his two partners. Therefore, he did not cancel the appearance and refused to do a lip-sync. His only explanation after the show was "I did my best". Although his performance was a disappointment, his attitude, courage and professionalism earned the respect of the production unit, the fellow musicians and the hearts of the audience. After the New year, his saga became a hot topic of discussion, and his popularity soared in China. This episode led to a new phrase called "There's a spirit called Jam Hsiao", which goes to show the vast recognition he had received from the public.