Born in the United States, she has competed for China in halfpipe, slopestyle, and big air events since 2019.

Her maternal grandfather was the chief electrical engineer of the Ministry of Housing and Urban-Rural Development of China.

[6] Yan emigrated to the United States after receiving a master's degree in chemical engineering at Peking University, where she was a member of the short-track speed skating team.

[6][7] She moved to the Bay Area to attend Stanford University Graduate School of Business and worked in finance after earning her MBA.

[8] Yan raised her daughter as a single mother in San Francisco's Sea Cliff neighborhood.

[2] Gu earned early admittance to Stanford University, her mother's alma mater, in December 2020.

[11] She entered the freshman class in 2022,[12][11] the same year she was presented as a debutante at Le Bal des débutantes in Paris.

[23][24] She competed without poles for the first time due to a broken hand, having fractured a finger and tearing the UCL in her thumb.

She began competing for China in June 2019 after requesting a change of nation with the International Ski Federation.

The Chinese Consulate General in New York told the BBC that Gu would have to have been naturalized or gained permanent residency status in China to compete for its team; in the same article, it was reported that the Chinese Ministry of Justice in 2020 broadened rules for foreigners, allowing people that achieved international recognition in sport, science, culture and other fields to obtain permanent residency.

[60][11] She has appeared on the covers of magazines such as the Chinese editions of Harper's Bazaar, Elle, Cosmopolitan, GQ, Marie Claire, V, L'Officiel, and Vogue.

Gu's mother decided to name her 爱凌 (Ailing), literally translating to "Love Ling", in her sister's honor.

[68] During the 2024 Summer Olympics, Gu and Leon Marchand were filmed dancing and being close to each other in a night club.

[69][70][71] During the COVID-19 pandemic in the United States, after the 2021 Atlanta spa shootings and the killing of Vicha Ratanapakdee, Gu spoke out against anti-Asian racism.

She has described her own experience with anti-Asian racism, which included a man screaming obscenities about "Asians infecting America" with COVID-19 while she was shopping with her grandmother.