been a long time since you posted the question,
but facing the same problem today I searched a little bit for it.
It doesnt seem to me that chinese is supported (natively).
You could install the hack described here (
https://www.mobileread.com/forums/showthread.php?t=43998) but I preferred not to (a bit complicated when Amazon tries to upgrade the firmware after you installed it, so it seems).
I heard the <new> kindle should support it.
Last, I just verified that the best way - for me - is to output your chinese text to PDF: in a DX it looks perfect, dont know on smaller screens.
alessandro