In 903, Du Hong, the military governor of nearby Wuchang Circuit (武昌, headquartered in modern Wuhan, Hubei) came under the attack of Li Shenfu, a general under Yang Xingmi the military governor of Huainan Circuit (淮南, headquartered in modern Yangzhou, Jiangsu).
Du sought aid from his ally Zhu Quanzhong the military governor of Xuanwu Circuit (宣武, headquartered in modern Kaifeng, Henan).
Zhu sent his general Han Qing (韓勍) to aid Du, but apparently judging that his army was not enough to save Du, also elicited aid from Lei Yanwei, as well as Cheng Rui the military governor of Jingnan Circuit (荊南, headquartered in modern Jingzhou, Hubei) and Ma Yin the military governor of Wu'an Circuit (武安, headquartered in modern Changsha, Hunan).
Cheng, who was allied with Zhu as well, launched a large fleet and headed for Wuchang, intending to save Du.
That was the last historical reference to Lei Yanwei, and it is not clear based on the traditional sources where he went or what occurred to him afterwards.