Yu received his early childhood music education beginning with piano studies from his grandfather, the composer Ding Shande.

After returning from Europe, Yu was appointed principal conductor of the Central Opera Theatre in Beijing in 1992, serving for three years.

Yu held open auditions, becoming the first Chinese orchestra to recruit all its performers this way.

[4] In July 2014, the China Philharmonic was the first Chinese orchestra to perform at the BBC Proms.

[8] In June 2018, Deutsche Grammophon announced an exclusive recording deal with Yu and Shanghai Symphony Orchestra (SSO).