Wu was born on March 22, 1982, in Richmond, Virginia, into a Taiwanese American family. Wu's parents emigrated from Taiwan. Wu said that her paternal grandparents were very poor, working as bamboo farmers, and did not have the opportunity to get an education, so were unable to read and write. Her father was a biology and genetics professor at Virginia Commonwealth University and her mother was a computer programmer.
She has three sisters, two older and one younger.