Yu lost in the quarter-finals of the Yixing Open for the second year in a row, this time 4–1 to Ryan Day. He qualified for the Wuxi Classic but was beaten 5–4 by Yan Bingtao in the wildcard round, and lost 6–1 to Shaun Murphy in the opening round of the International Championship.&lt;ref name="2014/15"&gt;&lt;/ref&gt; Yu recorded his first win of the year at a ranking event by knocking out Oliver Lines 6–2 in the UK Championship and, though he led 3–0, he would be beaten 6–4 by Stephen Maguire in the second round. He received a bye through to the second round of the Welsh Open and was thrashed 4–0 by Joe Perry. In Yu's deciding frame of his first round match at the Indian Open he led Ben Woollaston 67–0, before the Englishman made a 67 break and won the respotted black. Yu closed out the season with a 5–3 loss to John Higgins in the first round of the China Open and reached the final round of World Championship qualifying where he was defeated 10–7 by Graeme Dott.