Fu qualified for four of the eight ranking tournaments of the 2011–12 season. At the Welsh Open he lost in the first round 1–4 to Ronnie O'Sullivan and lost in the first round of the World Open following a 3–5 defeat to John Higgins. Fu had earlier made the second maximum break of his career during the final qualifying round for the World Open in a match against Matthew Selt. Fu's best performance of the season came at the 2011 UK Championship. He qualified by beating Anthony Hamilton 6–5 and then saw off Stuart Bingham 6–4 in the first round to set up a last 16 clash with world number one, Mark Selby who he defeated 6–3 and then played Mark Allen in the quarter-finals. Fu led 5–4 in the match, but lost the last two frames to lose 5–6. Fu qualified for the 2012 World Snooker Championship with a 10–4 win over Shailesh Jogia, but lost in the first round of the event 3–10 to Matthew Stevens. As a result, he finished the season ranked world number 28, his lowest position since 2000.