Recent advances in Large Language Models (LLMs) have achieved remarkable breakthroughs in understanding and responding to user intents. However, their performance lag behind general use cases in some expertise domains, such as Chinese medicine. Existing efforts to incorporate Chinese medicine into LLMs rely on Supervised Fine-Tuning (SFT) with single-turn and distilled dialogue data. These models lack the ability for doctor-like proactive inquiry and multi-turn comprehension and cannot always align responses with safety and professionalism experts. In this work, we introduce Zhongjing, the first Chinese medical LLaMA-based LLM that implements an entire training pipeline from pre-training to reinforcement learning with human feedback (RLHF). Additionally, we introduce a Chinese multi-turn medical dialogue dataset of 70,000 authentic doctor-patient dialogues, CMtMedQA, which significantly enhances the model's capability for complex dialogue and proactive inquiry initiation. We define a refined annotation rule and evaluation criteria given the biomedical domain's unique characteristics. Results show that our model outperforms baselines in various capacities and matches the performance of ChatGPT in a few abilities, despite having 50x training data with previous best model and 100x parameters with ChatGPT. RLHF further improves the model's instruction-following ability and safety.We also release our code, datasets and model for further research.