She is an Australian Institute of Sport scholarship holder. Wu began diving in 2003. She also competed in the women"s 10 metre platform, making it into the finals, ending up ranked sixth out of twelve competitors.
By age 16 she had medalled in every major international diving competition.
Country music singer John Williamson wrote and recorded a song about Wu called "Little Swallow, Baby Wu" during the sessions for his "Hillbilly Road" album. The song has yet to see an official release.
Wu lives in Sydney. Her mother is Australian and her father is of Chinese descent.
She is the cousin of Australian Rugby 7"s player James Stannard and the second cousin of Australian hurdler Jana Rawlinson. Wu attended Coverdale Christian School for her primary education and attended Christian Outreach College Brisbane until 2008.
At the end of grade 9, Wu took on home schooling via the Brisbane School of Distance Education (BSDE). She is currently completing a Bachelor of Media at Macquarie University, Sydney.