Prior to the 2003 Welsh Open, his best result of the 2002–03 season was reaching the third round of the 2002 UK Championship in December 2002, where Ronnie O'Sullivan defeated him 9–7. However, at the Welsh Open in February, Fu defeated Stephen Lee 5–0 in the second round and beat Ronnie O'Sullivan 5–3 in the quarter-finals before losing his semi-final 4–6 to Stephen Hendry, who went on to win the title. Going into the 2003 World Snooker Championship three months later, after first round losses at the European and Scottish Opens, he drew world number one Ronnie O'Sullivan in the first round.