Wu was born in California, USA to Chinese immigrant parents from Shenyang, China. His first language was actually Mandarin as his parents spoke it at home. He graduated from the University of California, Berkeley in the United States and worked in the biotechnology industry for several years. He eventually discovered his desire to become an actor after an accident made him reassess his life. He did some modeling for a while and also participated in an episode of the reality competition series Fear Factor, where he placed 2nd. He moved to Hong Kong where he worked as an actor.
Despite struggling with limited knowledge of Cantonese, MTV Taiwan gave him a stint as a VJ, during which he co-hosted a Christmas concert. He moved to Singapore and began acting in Chinese language drama series on Channel 8.