Trivia

An avid long-distance runner.

Graduated with a BFA from the prestigious SUNY Purchase Conservatory of Acting, '09. Alumni include Stanley Tucci, Edie Falco, Melissa Leo, Jay O. Sanders, Wesley Snipes, Sherry Stringfield, and Parker Posey.

First child, a daughter, born in the summer of 2020. The child's father is musician/composer Ryan Kattner.

In the run-up to the 2017 Academy Awards, repeatedly made public calls for Casey Affleck to not win the Best Actor award (for his work in Manchester by the Sea (2016)) because of his history of alleged sexual harassment, saying she didn't care if it hurt her career to do so. In the end, Wu's career continued to rise, but Affleck did win the Best Actor trophy anyway.

Merited a place in TIME magazine's "The 100 Most Influential People" issue with an homage written by Lena Dunham. (May 2017)