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As you can see from the picture below, the custom footnotemark somehow appeared at the beginning of a new line. I know I can force it using \nolinebreak, but this shouldn't happen at all, should it?

Chinese font SimSun is required. Source file should use UTF-8 encoding. I'm using XeLaTeX (TeXLive 2014).

(Edit: it's OK now. Thanks, Oded.) [Well, it seems that I cannot put too many Chinese characters in the code because the site thinks it's spam. I'm submitting the rest of the code. Is there any way for me to post Chinese text?]

\documentclass[11pt]{memoir}
\usepackage{xeCJK}
\usepackage{pifont}
\usepackage[symbol*]{footmisc}
\usepackage{indentfirst}

\DefineFNsymbols{myfnsymbols}{
  {\ding{172}}
}
\setfnsymbol{myfnsymbols}

%%% Book Layout %%%
\setstocksize{10in}{7in}
\settrimmedsize{10in}{7in}{*}
\setlength{\trimtop}{0pt}
\setlength{\trimedge}{\stockwidth}
\addtolength{\trimedge}{-\paperwidth}
\settypeblocksize{8.3in}{5.2in}{*}
\setulmargins{0.8in}{*}{*}
\setlrmargins{0.9in}{*}{*}
\setmarginnotes{0pt}{0pt}{0pt}
\checkandfixthelayout

%%% xeCJK Options %%%
\setCJKmainfont[BoldFont={SimSun},ItalicFont={SimSun}]{SimSun}
\xeCJKsetup{PunctStyle=kaiming}

%%% Other Settings %%%
\OnehalfSpacing
\setlength{\parindent}{2em}

%%% Document Proper %%%
\begin{document}

\section{一}

这三年里,大西洋可没少经历过,而且跟许多先辈之前,
斯洛索普家族里头一个横穿大西洋的威廉所经过的相比,往往更为波涛汹涌。
衣着和言语的粗野,行为之不规——有一天晚上就很糟糕,
斯洛索普作为奔马在“小雅典娜神庙”\footnote{伦敦一家有名的绅士俱乐部。}的客人,
喝醉了酒,弄得他俩都被“开除”了出来,因为他用一个猫头鹰标本的尖嘴冲着
德卡弗利·庖克斯的咽喉要害虚晃,而庖克斯,被逼到一张台球桌上,
试图将一只母球塞到斯洛索普的喉咙里。这类事情之频繁令人沮丧:
然而在这些大洋里,“友善”的船舶却足够坚固,奔马不是红着脸就是带着微笑,
总是在那里支持着他,而斯洛索普也觉得惊讶,在真正关键的时候,奔马还从未令他失望过。

\end{document}

Picture of output

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