 When his contract expired at the end of the 2006 league season, Wu decided to announce his retirement from playing.After his performances for Shanghai Shenhua saw him win the league title he was included on the squad that went to the 1996 AFC Asian Cup and became a regular within the team.During Bora Milutinović's reign as the Chinese head coach Wu Chengying became China's first choice left back despite having an indifferent relationship with several regular players such as Ou Chuliang and Li Jinyu, who described him as extremely introverted.