Wang Yu joined Beijing Wanda and went to Atlético Madrid for youth training in 2015.[1] On his return to China he would join Wanda Group owned Dalian Yifang's youth team in 2019. He would go on to represent both their U-17 and U-19 youth team.[2] In July 2021, Wang was promoted to the first team squad (now known as Dalian Pro), and he would go on to make his debut on 31 July 2021 in a league game against Beijing Guoan that ended in a 1-0 defeat.[3]