A 6–1 victory over Chris Melling saw Yu qualify for the International Championship and he knocked out reigning world champion Stuart Bingham 6–2 in the first round. He was edged out 6–5 by Ben Woollaston in the next round. Another second round exit followed at the UK Championship, 6–0 at the hands of Marco Fu.&lt;ref name="2015/16"&gt;&lt;/ref&gt; A trio of deciding frame victories over Ian Glover, Ricky Walden and Dechawat Poomjaeng saw Yu reach the last 16 of the Welsh Open, his deepest run a ranking event this season, and he lost 4–1 to Ronnie O'Sullivan. In the first round of the China Open Yu lost 5–2 to Fu and he fell at the first hurdle in World Championship qualifying 10–9 to Paul Davison. He just held on to his top 64 ranking and therefore his tour place as he was 63rd in the world.