Born in 1899 in Ningbo, Zhejiang, in a traditional Chinese family, Wu began his education with a private Confucian tutor in 1905.

In the same year, he attended the Shanghai Baptist College, where he befriended the future poet and writer Xu Zhimo, with whom he enrolled in the Law School of the National Peiyang University in Tianjin in the winter of 1916.

In September 1917, Wu and Xu enrolled in the Law School of Soochow University, founded by American Methodist missionaries in 1900.

In December 1929, Wu was invited to deliver the Rosenthal Lectures at the Northwestern University Law School in Chicago.

He was also invited to lecture in Comparative Law by the same university, but due to his wife's health, Wu had to return to Shanghai.

In 1930, Wu declined the offer of a judgeship in the Supreme Court of the Nationalist Government of China and began to practice law privately.

In 1935, with Lin Yutang, Wen Yuanning and Quan Zenggu, he founded the English-language magazine T’ien Hsia Monthly, mainly focused on Chinese literature.

In 1937, after a long period of spiritual struggle, he entered the Catholic Church, receiving conditional baptism in the chapel of Aurora University in Shanghai.

In January 1940, thanks to the miraculous healing of his daughter of just over a year old, attributed to the intercession of Thérèse of Lisieux, his entire family converted to Catholicism.

In June 1942, to escape the Japanese, Wu took refuge with his family in Guilin, where he began the translation of the Book of Psalms into literary Chinese, commissioned by Chiang Kai-shek.

From April 25 to June 26, 1945, Wu participated as a Chinese advisor to the United Nations Conference on International Organization in San Francisco.

In July 1949, Wu moved to Honolulu as a visiting professor of Chinese philosophy and literature at the Department of Religion affiliated with the University of Hawaii.

In the 1960s, Wu became friends with the Japanese scholar of Zen Buddhism D. T. Suzuki and the American Trappist monk and writer Thomas Merton, with whom he exchanged many letters.

In August 1979, he submitted the original manuscript of his translation of the New Testament and Psalms to the Collection of the Kuomintang History Committee.