In April 1995, Wu was spotted by martial arts choreographer Yuen Woo-ping, Wu played Hawkman / Jackie in 1996 film Tai Chi Boxer, his first Hong Kong film debut. Since Wu has appeared in numerous mainland Chinese wuxia television series. He has also worked with choreographer and director Lau Kar-leung in 2003 film Drunken Monkey. Wu achieved success in Hong Kong action cinema for his role as a vicious assassin in 2005 film SPL: Sha Po Lang.
In 2006, Wu was continuing his move into Hong Kong cinema by starring in the film Fatal Contact. Wu is the male lead in 2007 film Twins Mission, starring the Twins duo and Sammo Hung. He also worked with Nicholas Tse, Jaycee Chan, Shawn Yue and director Benny Chan on the police action film Invisible Target which was released in July 2007. In March 2008, Wu made his directorial debut, alongside action choreographer Nicky Li, on his film Legendary Assassin.