Started playing tournaments around the time he was age 7, and estimated he shot 120 in his first event; he saw how much better the other kids were and wanted to beat them.

As a youngster, attended a golf clinic hosted by Yani Tseng, a fellow representative of Chinese Taipei who held the No. 1 spot in the Women's World Golf Rankings for 109 consecutive weeks.

Moved to the United States in January 2015, roughly four months after he won an individual bronze medal and helped Chinese Taipei win a gold medal at the 2014 Asian Games. Yu trained at the Gary Gilchrist Golf Academy as he played the junior circuit in the U.S.

In December 2024 two months after his first PGA TOUR victory, hosted a junior golf camp with 13 attendees in his native Taiwan. Yu said of the camp, "I've always wanted to give back to golf in general. What I've been through in my journey, it's the same for these kids. If I can offer my time and help them achieve their goals, that would be good. I just wanted to share some of my experiences with them."

Finished No. 4 in the inaugural PGA TOUR University Class of 2021.

Spent one week at No. 1 in the World Amateur Golf Ranking in November 2020.

Played collegiately for five seasons at Arizona State University (2016-21), where he won three individual titles and earned 2019 All-America First Team honors, as well as a 2021 All-America Third Team selection.

Finished third individually at the 2019 NCAA Championship as a junior at Arizona State.

Posted a 69.20 scoring average as a junior in 2018-19, which ranked second in program records dating back to 1987, only behind Jon Rahm's 69.15 from his junior season (2014-15). His career scoring average of 70.46 also ranked second in program records dating back to 1993, only behind Rahm's 70.21.

Earned four All-Pac 12 Conference honors, garnering first-team laurels in 2019 and 2021, and second-team selections in 2017 and 2018.

Won the 2019 Australian Master of the Amateurs, an event whose past champions include former world No. 1 Jason Day (2006) and Aaron Wise (2016).

Qualified for the 2018, 2019, and 2020 U.S. Opens as an amateur.

Quarterfinalist at the 2017 U.S. Amateur, where he defeated PGA TOUR winner Lee Hodges in the Round of 64 and multi-time PGA TOUR winner Collin Morikawa in the Round of 16.

Represented Team International at the 2019 Arnold Palmer Cup.

At 16 years old and in his final year of high school in the United States, Yu defeated fellow Korn Ferry Tour graduate Carl Yuan in a playoff to win the 2015 Western Junior Championship. Yu also won the 2015 Junior PLAYERS Championship over the likes of Viktor Hovland and Joaquin Niemann.

Earned an individual bronze medal and helped Chinese Taipei win the team gold medal at the 2014 Asian Games.