At the 2018 Winter Olympic Games in Pyeongchang, he won China's only gold medal. He won the Men's 500 metres, setting an Olympic record (heat) and two world records (quarterfinal and final) while leading wire-to-wire in all three contests en route to capturing the gold. He became only the second person in history to have skated the discipline in under 40 seconds, after American J. R. Celski who managed the feat in 2012 in Calgary at a much higher elevation where the reduced air density tends to give the skater an advantage due to lowered air resistance. Wu also won a silver medal with his team-mates in the men's 5000m team relay.