Mary Wu comes from a musical family, her parents were music educators while her sisters Enloc and Melody are musicians. She is an international artist now based in Hong Kong. Hailed as 'one of the most gifted pianists of her generation' for her 'musical variety, profundity and sensitivity' by Ravel's protégé, the late Vlado Perlemuter, Mary Wu is also praised by the late Lord Yehudi Menuhin as having 'a captivating poetical quality to her playing'.European critic praised Wu for "her extraordinary artist quality, absolute mastery over the keyboard and magical virtuosity".

She frequently performs as soloist and chamber musician in Europe, Asia and has collaborated with artists including the late Lord Menuhin, Vlado Perlemuter; Richard Stoltzman, Colin Carr, the Maggini Quartet, the Szymanowski Quartet and Tasmin Little. Wu has collaborated with many major orchestras and has several CD recordings on BMG, ASV, Dutton and Universal Label. Her recordings include Complete piano works of Maurice Ravel, Fantasias, Piano Classics, Chinese Contemporary Music, complete works of Ernest Reed and Arnold Bax for violin and piano, with British violinist Robert Gibbs. Her teachers include Constance Wu, Mrs. Betty Drown, Peter Norris, Vlado Perlemuter, Louis Kentner, Edward Kendall-Taylor, Phyllis Sellick and Gilbert Kalish.

She was the recipient of first prizes at Royal Overseas League competition London, Mozart Asian Bicentenary competition and Best Artist of the Year at Hong Kong Arts Development Council.

She has been the president of the International Piano Competition Ibiza Spain since 2017. Her recent performances include solo and chamber music recitals in Hong Kong and Spain. She joined the faculty at the Academy of Performing Arts Hong Kong in 1992 and Hong Kong Chinese University since 1994.