Liaoning ranked 3rd in the 2011 Chinese Super League under a limited budget and Yu won the division's domestic top goalscorer with 12 goals.

On 10 June 2014, Yu transferred to fellow Chinese Super League club Guangzhou Evergrande along with his teammate Li Xuepeng.

[5] He made his return on 20 November 2016 in a 1-1 draw against Jiangsu Suning in the first leg of 2016 Chinese FA Cup final, coming on for Huang Bowen in the 69th minute.

[6] On 14 April 2020, Yu was released by Guangzhou Evergrande Taobao after he violated the club rules for altering the number plate of his vehicle and was detained for 15 days.

[7][8] On 18 July 2020, Yu joined fellow Chinese Super League club Shanghai Shenhua on a free transfer.