 Wu Chengying emerged with future Chinese internationals Shen Si, Xie Hui and Qi Hong form Shanghai Shenhua where he was predominantly used in the left back position.During his spell at Shanghai Shenhua the team claimed the 1995 Chinese Jia-A League title and the 1998 Chinese FA Cup.In February 1998, he was loaned to Dalian Wanda for half a month for the 1997–98 Asian Club Championship and scored a goal against Pohang Steelers.