Wu Chengying emerged with future Chinese internationals Shen Si, Xie Hui and Qi Hong form Shanghai Shenhua where he was predominantly used in the left back position.
In February 1998, he was loaned to Dalian Wanda for half a month for the 1997–98 Asian Club Championship and scored a goal against Pohang Steelers.
He attracted the interests of Italian side Calcio Como in January 2002 but the Serie A club failed to reach an agreement with Shanghai Shenhua.
[3] After his performances for Shanghai Shenhua saw him win the league title he was included on the squad that went to the 1996 AFC Asian Cup and became a regular within the team.
During Bora Milutinović's reign as the Chinese head coach Wu Chengying became China's first choice left back despite having an indifferent relationship with several regular players such as Ou Chuliang and Li Jinyu, who described him as extremely introverted.