Yu Yang started out playing for Beijing Guoan's youth academy before eventually being called up to the senior side and would go on to make his debut on 29 June 2008 in a league game against Shanghai Shenhua in a 2–0 defeat. Yu Yang would make four appearances at the end of the season, however the following campaign he did not play in the team that won the 2009 first division title. He would instead be loaned out to third tier club Dalian Aerbin during the 2010 season and would go on to actually win the division title with the club. When Yu returned to Beijing Guoan at the beginning of the 2011 season, Jaime Pacheco was introduced as the team's new manager and included him back into the first team. This saw him repay him by scoring his first goal for the club on 30 May 2011 against Shenzhen Ruby in a 4–0 victory. While Yu only played in two league games throughout the season, Pacheco would go on make him a first team regular the following season.