Yan took an interest in sports as a child, with his father enrolling him in martial arts classes at the age of three, before joining the academy of professional football team Beijing Guoan in 2006.
[1] Three years later, he was admitted to the High School Affiliated to Renmin University of China football team, Beijing Sangao [zh], having stood out at trials of over 400 other players.
His father was initially hesitant, but in August of the same year, Yan moved to Spain, finding a personal football coach who got him in touch with professional side Villarreal.
[1] Following a trial with Villarreal, the club asked him to stay longer, and Yan's father moved from Beijing to help support his son's career in Spain.
He also played for Torre Levante and Cornellà, before joining then-La Liga side Deportivo Alavés in 2017.