If for work in China, you can do it after you go into China. Your employer will let you know where you will go for the physical exam.
For example: Foreigners in Guangzhou need to go to the Guangdong International Travel Health Care Center for their physical exam. and you can see the following link to check their requirements:
广东国际旅行卫生保健中心|International Travel Health Care Center
http://www.startupbusinesschina.com/do-i-need-to-leave-china-to-apply-for-a-work-z-visa/
