g.DrawString(
               "\u4e2d\u6587Test", 　　//直接用中文也试过了。总是一个框
               new Font("Arial", 14),//10相当于12px
               new SolidBrush(Color.Red),
               new PointF(3, 3)//绘制位置，left，top
               );

我怀疑字体有问题。

服务器的字体：

Arial
Arial Black
Comic Sans MS
Courier New
Estrangelo Edessa
Franklin Gothic Medium
Gautami
Georgia
Impact
Latha
Lucida Console
Lucida Sans Unicode
Mangal
Marlett
Microsoft Sans Serif
MV Boli
Palatino Linotype
Raavi
Shruti
Sylfaen
Symbol
Tahoma
Times New Roman
Trebuchet MS
Tunga
Verdana
Webdings
Wingdings