Since 1961, Yu had served as a standing committee member of CCP center-south bureau and director of its finance and trading commission, secretary of CCP Guangzhou municipal committee, vice director of Guangzhou municipal revolutionary commission, and governor of Shaanxi.
In 1983, Yu was appointed as first Auditor General of newly founded National Audit Office.
He was a member of 11th and 12th Central Committee of Chinese Communist Party. He also was a member of 13th Central Advisory Commission.