Wu Man has also performed multiple times with Yo-Yo Ma outside of the Silk Road Ensemble. In 1999, Wu Man and Ma performed at the White House, premiering Bright Sheng's Three Songs for Pipa and Violoncello. That same year, Ma was awarded the Glenn Gould Prize and selected Wu Man as the Glenn Gould Protégé. They performed together again in 2003, premiering Sheng’s "The Song and Dance of Tears" alongside pianist Emanuel Ax, with David Zinman conducting the New York Philharmonic.