Contrary to popular belief, Lu's athletic career started out as a short-distance track and field sprinter and he didn't begin specific weightlifting training until he was 14.

At a 200 metre meet where he was placed 6th in 1998, Lu was scouted by his first weightlifting coach Deng Minghu who noted that Lu, though lacking endurance for short-distance sprinting, was extremely explosive and powerful out of the block and at the early part of the race and had a favorable physique for the sport of weightlifting.

Lu, who was already 14 at this point, was then invited by Deng to join the Qian Jiang city youth athletic school to start training as a weightlifter.

[3] In 1999, to remove the financial burden on Lü's family, his coach Dengling Hu sent him to join the provincial team.

In 2003 Lü represented the Hubei provincial team in the Chinese national weightlifting championships, competing at 69 kg.

In 2008, after the 2008 Summer Olympics, Lü renewed his training in the national team with coach Yu Jie.

By winning this title, Lü became the oldest weightlifting champion in the history of modern Olympic Games at 37.

In 2018 the International Weightlifting Federation updated the weight classes, and he competed in the newly created 81 kg division.

[13] Lu did not compete in the 2022 World Weightlifting Championships held in December 2022, which was won by his compatriot Li Dayin.