Wu began her competitive career at the 2001 World Aquatics Championships, partnering with Guo Jingjing to win the 3 metre women's synchronized springboard.

Wu represented China at the 2004 Summer Olympics, earning a gold medal in the 3 metre women's synchronized springboard along with Guo Jingjing before winning a silver medal in the 3 metre women's springboard, coming in second place behind Guo.

At the 2008 Summer Olympics, Wu earned a gold medal in the 3 metre women's synchronized springboard along with Guo before winning a bronze medal in the 3 metre women's springboard, coming in third place behind Guo and Russian Julia Pakhalina.

After the 3 metre springboard competition, it was revealed that her parents withheld information that her grandmother died a year before, and that her mother had cancer.

[1] At the 2014 Asian Games and the 2016 Summer Olympics, Wu earned a gold medal in the 3 metre women's synchronized springboard along with Shi.