A third-generation Christian, Yu was born in Wenzhou, Jeijiang on June 30, 1922 to the Rev. Timothy S. H. Yu and Zhong-Xuan Hu.

During his teenage years, he represented the National Christian Council of China at the World Anglican Chinese Clergy Conference in Australia, the Second World Christian Youth Conference in Norway, and the Church of England Youth Council in Canterbury.

Yu graduated from St. John's University in Shanghai with duel degrees. He was ordained deacon on June 9, 1946 in Church of Our Savior, Shanghai. He then traveled to the United States to attend the Episcopal Theological School in Cambridge, Massachusetts. Later he attended Church Divinity School of the Pacific in Berkeley, California, graduating with a Master of Arts in Christian Education in 1948.

Yu returned to Shanghai to be ordained a priest on February 2, 1949. Later that year, he became rector of the Residential Center Church and chaplain of the University of Nanking and Ginling College for Girls in Nanjing. He served there until 1951, when he was named to the faculty of Central Theological School at St. John's University in Shanghai.

During the Cultural Revolution years, he was imprisoned along with other scholars, and put to hard labor. Afterwards, he continued to minister to his congregation, often in secret until churches were allowed to reopen in the early 1980s.

In 1987, Yu retired from his position in Nanjing and emigrated to the U.S. as a visiting research scholar at Bloy House (now Episcopal Theological School at Claremont). In 1989, he began working for the Episcopal Seamen's Church Institute in San Pedro. He retired in 1992, but continued to work there as a volunteer. He continued as a pastor to Episcopalians of the diocese until his death.

Yu is survived by four brothers, all of whom reside in the People's Republic of China.

The Rt. Rev. Sergio Carranza-Gomez, assistant bishop of the diocese, presided at the April 18 service at the Cathedral Center of St. Paul, in Los Angeles. Seminarian Ada Wong Nagata preached.