Lu grew up in Miami, Florida, the daughter of immigrants from Taiwan. She studied chemistry at the Massachusetts Institute of Technology, earning her B.S. in 2000. As an undergraduate, she conducted research under Prof. Vernon Ingram on peptides that ameliorate amyloid beta neurotoxicity.
She then went on to graduate studies at the California Institute of Technology, where she studied novel coordination chemistry and small molecule reactivity with Prof. Jonas C. Peters. Lus doctoral work focused on the reactivity of zwitterionic palladium(II) complexes with CO, ethylene and amines, as well as tetrahedral manganese complexes and reductive cleavage of CO with an iron(I) complex. She earned her Ph.D. in 2006, with a thesis entitled The Chemistry of Tris(phosphino)borate Manganese and Iron Platforms'.
Lu conducted postdoctoral studies at the Max Planck Institute for Bioinorganic Chemistry from 2006 to 2009, under the mentorship of Prof. Karl Wieghardt. Under Wieghardt, Lu studied first-row transition metal complexes synthesized with redox non-innocent α-iminopyridine ligands. Lu also reported the synthesis and characterization of a chromium iminyl radical complex, using the α-iminopyridine ligand system.