He is the author of the novels How to Live Safely in a Science Fictional Universe and Interior Chinatown, as well as the short-story collections Third Class Superhero and Sorry Please Thank You.

[11][12] His fiction was cited for special mention in the Pushcart Prize Anthology XXVIII, specifically "Problems for Self-Study" published in the Harvard Review.

In 2020, Yu released his second novel, Interior Chinatown, which uses the screenplay format to tell the tale of Willis Wu, the "Generic Asian Man" who is stuck playing "Background Oriental Male" and occasionally "Delivery Guy" in the fictional police procedural Black and White but who longs to be "Kung Fu Guy" on screens worldwide.

[21] Yu further appeared on NPR's Weekend Edition with Scott Simon, January 25, 2020,[22] and on the Los Angeles Review of Books Radio Hour with Medaya Ocher and Kate Wolf on February 3, 2020[23] to further discuss the novel.

[28] In 2022, details emerged that Taika Waititi would be an executive producer, Jimmy O. Yang would be starring as Willis Wu, and that Yu would be the showrunner.

"), The Morning News ("Buffalo Wild Wings Grill & Bar", a review) and Polygon ("What future artificial intelligence will think of our puny human video games").

He is interviewed by and also interviews Lev Grossman in The Believer[33] and comments on the work of Philip Roth (stating that he has "read more books by Roth than probably any other contemporary writer"), Don DeLillo, and Jonathan Lethem in installments of the "Influenced by" series published by Jaime Clarke in The Believer as well.