新五代史
It is not known when Feng Yu was born. His family was from Ding Prefecture (定州, in modern Baoding, Hebei), but it is (based on his father's career) unclear whether he was born there. His father Feng Meng () was the liaison officer for Yiwu Circuit (義武, headquartered at Ding) to the Later Tang court early during the reign of the second Later Tang emperor Li Siyuan. Feng Meng was described to be intelligent but wicked, and he gained the favor of Li Siyuan's powerful chief of staff An Chonghui, and was eventually promoted to be the deputy defender of Yedu (鄴都, in modern Handan, Hebei). When Li Siyuan's son-in-law Shi Jingtang later became the defender of Yedu in 928, he became friendly with Feng Meng, and decided to take Feng Meng's daughter as the wife for his younger brother Shi Chongyin, whom he had adopted as a son. Shi Chongyin died early, however, and Lady Feng became widowed. (The historical sources are not in accord as to whether Feng Yu was older or younger than she was; Feng Yu's biography in the "Old History of the Five Dynasties" described her as a younger sister, as did her biography in the "New History of the Five Dynasties"; his biography in the "New History of the Five Dynasties", however, described her as an older sister.)