Wu was born in May 1912 in Liuhe, a small town near Shanghai. Wu Zhongyi, her father, participated in the 1911 revolution against the Chinese Manchu dynasty. He was the founder of an all girls’ school in China. Educating girls wasn’t seen as important at that time. Wu went to that school until she was nine. After that, she went to the Soochow Girls’ School. She graduated in 1930. She was the best student in her class.