Ligue féminine de hockey de l'Ouest
Yu previously played for Kunlun Red Star and the Shenzhen KRS Vanke Rays of the now-defunct Canadian Women's Hockey League (CWHL), the Edmonton Chimos of the now-defunct Western Women's Hockey League (WWHL), and in the Naisten SM-sarja with Team China. She signed with the Minnesota Whitecaps of the National Women's Hockey League (NWHL) for the 2019–20 season.