We did not have a Chinese passport, but we did have to have exit papers applicable.
We had an spanking new Oz citizenship and Australian passport for her, but these are not used until you LAND.
On return to China Little Miss N has to have visas etc like me, same price, only really easy to get.
NOTE THIS REALLY WELL: One really BIG issue is that you can't get a visa for your baby until she does leave (or so my FAO told us), therefore need to take all the paperwork for a visa to the foriegn country. Ensure, if you can, the paperwork for 'visiting family' and NOT a tourist visa.
If you only get a tourist visa, intending to fix it up when you get back to China, you are normally required to have a return air ticket for your child.
I didn't, thinking I could get a proper visa once here, as had been assured by my FAO. This was not accepted by the Australian emmigration. They wanted her to stay, or have a return ticket.
I did some really fast talking, and it worked, but it was touch and go.