According to Chinese tradition, in the early stages of his captivity, Su Wu was so deprived of food that he only survived in the cold north lands by eating his coverings, then enduring long years of servitude herding sheep, before managing to return home.

He was able to return home after deceiving his captors with a story about his having sent a message back to the Western Han dynasty by means of tying a letter on the leg of a wild goose.

In response, in 100 BC, Emperor Wu of Han commissioned Su, then the deputy commander of the imperial guards, to serve as an ambassador to Xiongnu.

Aware that the chanyu was planning on forcing him to surrender to Xiongnu, Su tried to preserve his dignity by committing suicide with his sword.

After Su recovered, Chanyu Qiedihou decided to publicly execute Yu as an example and to force the entire Han mission to surrender.

Unable to force Su to surrender, Chanyu Qiedihou decided to try to torture him by starvation, and so put him in a cellar without food and drink.

The first time, Li informed Su that his two brothers had both been accused of crimes and committed suicide; that his mother had died; and that his wife had remarried.

On the second occasion, Li informed him of Emperor Wu's passing, and Su was so despondent that in mourning that he vomited blood.

When the Emperor of Han died, Su Wu faced south towards his old homeland of China and wept in utter sadness.

Many people take him as a second Zhang Qian, who was also previously caught in the same situation, refused to surrender, and managed to escape back to Han China.

In graphical representations, such as the folk art of Chinese paper cutting, Su Wu is typically depicted herding sheep, with his staff.