Wu's career has largely taken him back and forth between China and Japan. His first assignment with the Ministry of Foreign Affairs (MOFA) was as an attaché to the Chinese embassy in Japan, lasting from 1973 to 1979. He returned to China in 1979 to take a position in the MOFA's Department of Asian Affairs, and in 1980 was promoted to deputy office director of the General Office. He went to Japan again in 1985 to serve as second secretary and later first secretary in the Chinese embassy; after coming back to China in 1989, he continued to work his way up through the ranks of the Department of Asian Affairs. In 1994, he was posted back to Japan as minister counselor.
Wu's first ambassadorial-level assignment was to South Korea, lasting from September 1998 to July 2001. Controversies which arose during his tenure there include his 1999 remarks in which he condemned South Korean and non-governmental organisation involvement with the issue of North Korean refugees in northeast China, deriding it as "neo-interventionism", and claimed that the safety of refugees repatriated to North Korea had been guaranteed. His comments spurred South Korean human rights activists to hold protests at the Chinese embassy in Seoul and circulate a petition urging the United Nations to grant refugee status to North Koreans in China.
Following his time in South Korea, Wu became China's ambassador to Japan, serving from July 2001 until August 2004; he returned to China to take up his post as Vice Minister of Foreign affairs at the end of that assignment. He was the chairman of the Six-party talks  and has been China's representative from 2005 to 2007 when the talks broke down.
Wu is married and has one daughter.
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- China appoints special representative on Korean Peninsula affairs, People's Republic of China: Chinese Government's Official Web Portal, 2010, retrieved 2011-02-01
- Wu Dawei, Vice Minister of Foreign Affairs, People's Republic of China: Ministry of Foreign Affairs, 2005, retrieved 2008-03-16
- "Pékin sévit contre les missionnaires à la frontière nord-coréenne", Le Monde, 1999-10-08, retrieved 2008-03-16
- Noland, Marcus (2000), Avoiding the Apocalypse: The Future of the Two Koreas, Peterson Institute for International Economics, p. 189, ISBN 0-88132-278-4
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- Trung Quốc đưa biện pháp mới để tái tục hội đàm 6 bên (Vietnamese)