It is not known when Wu Shaoyang was born, but it is known that his family was from Cang Prefecture (滄州/沧州, in modern Cangzhou, Hebei).
His father was named Wu Xiang (吳翔), and both his father and he served in the army of Weibo Circuit (魏博, headquartered in modern Handan, Hebei), when he became friendly with another Weibo soldier, Wu Shaocheng.
[5] As then-reigning Emperor Xianzong was already waging a campaign against another warlord, Wang Chengzong, who ruled Chengde Circuit (成德, headquartered in modern Shijiazhuang, Hebei), at the time, he felt that he could not act against Wu Shaoyang as well, so he made his son Li You the Prince of Sui the titular military governor of Zhaoyi and gave Wu Shaoyang the title of acting military governor in spring 810.
[5] It was said that during the years he was military governor, Wu Shaoyang did not pay homage to the emperor.
His son Wu Yuanji initially did not announce his death and tried to obtain imperial sanction to succeed him.