It is much better to say 'The Chinese ...'.
This makes it clear you're talking about the people and not the language (or using Chinese as an adjective).
You could also say 'Chinese people ...', here Chinese would be an adjective.
If you said 'Chinese always ...', it would be understood, but a native would first think you are talking about the language or using it as an adjective, but the meaning would be clear from context.
For nationalities that have different words for the people and the language, we don't need 'the'.
Germans always ... ('The Germans ...' is also correct)
German is difficult.
The French always ...
French is difficult.