Ryu made his major league debut with the Chicago Cubs on May 14, 2006, in a relief appearance against the San Diego Padres. He made his first major league start on May 28, 2006, in which he threw only 28 pitches before being relieved after having allowed 6 runs in 11⁄3 innings pitched. He was sent back to the minor leagues almost immediately afterwards. He would go on to make the 2006 MLB Futures Team. He would return to the Cubs for late August and September making several bullpen appearances, faring slightly better and finishing the year with an 8.40 ERA. Ryu was traded to the Tampa Bay Devil Rays on February 14, 2007, in exchange for minor leaguers. He made the Devil Rays' active roster, and began the season in the bullpen.
On January 15, 2009, Ryu was claimed off waivers by the San Diego Padres. On March 26, 2009, Ryu was claimed off waivers by the Cleveland Indians. However, Major League Baseball declined the waiver claim on April 1, and Ryu was returned to the Padres, then released.