Wu was born in Nanjing, Jiangsu to a Hui family. He is the all-time top goalscorer for Shanghai SIPG with 169 goals. He is the second all-time top goalscorer in Chinese Super League history with 102 goals. At 14 years and 287 days, Wu became the youngest to play in a professional league match in China. He joined Spanish side Espanyol in 2019. He has also played over 60 times for China since 2010.