Yan Yu (died 196) was the younger brother of Yan Baihu, a warlord during the late Han Dynasty period of Chinese history. Yan Yu was an envoy for peace when Yan Baihu was attacked by Sun Ce. During negotiations he proposed the division of Jiangdong but was killed by Sun Ce in fury. He was well known and respected as a fierce warrior.
After Sun Ce defeated Liu Yao, Inspector of Yang Province, he led an army against Wu Commandery. Yan Yu was sent to Maple Bridge to half Sun Ce's progress. Yan Yu's position was not held very long, he retreated into Wu after a short fight. Sun Ce's forces surrounded the city and began a siege. On the third day, Yan Baihu decided to sue for peace and sent Yan Yu as an ambassador. Yan Yu was executed when he proposed dividing Jiangdong between the two warlords. Sun Ce sent Yan Yu's head back to Yan Baihu.