Yu's first film was the 2003 comedy The Utopian Society. He later made an uncredited appearance in the 2005 film Elizabethtown. The following year, Yu had a supporting role in the comedy Grandma's Boy. Yu played a role in the Ghost Whisperer episode "Double Exposure" (3x6) as Joseph. Yu had a supporting role in the 2008 Academy Award-winning biographical political drama Milk.[4]
Yu has starred in several short films, including 2006's My Prince, My Angel. Yu later appeared with Linda Park on the ABC series Women's Murder Club, and a lead role in the 2007 short film Fortune Hunters. In 2020, he played a role in Wonder Woman 1984.
Yu had a recurring role in the Netflix original series Master of None as the character of Brian Chang, the on-screen analogue of the show's creator Alan Yang, described as a "hottie" by Vulture magazine.[5][6]
He provides the voice of a minor character on The Great North. In 2022 Yu appeared in the Apple TV+ series The Afterparty.