Yu 虞 was a small regional state of the Western Zhou period 西周 (11th cent.-770 BCE). The dukes of Yu were relatives of the Zhou dynasty 周 (11th cent.-221 BCE) and had the family name Ji 姬. The ancestor of the house of Yu was Zhong Yong 仲雍, the second son of Zhou Taiwang 周太王, Gu Gong Dan Fu 古公亶父. The statelet was located in an ancient Shang-period 商 (17th-11th cent. BCE) settlement in today's Pinglu 平陸 and Xiaxian 夏縣, Shanxi, and had close relationships with the state of Wu 吳 (compare the two characters Yu 虞 and Wu 吳, and their phonetical closeness: /ŋʷra/ and /ŋʷˤa/) in the southeast, whose rulers also claimed descendance from the ancestor of the Zhou dynasty. Yu was therefore also known as Northern Yu (Beiyu 北虞), and Wu as Southern Yu (Nanyu 南虞). More probable is that the rulers of Wu, a country flourishing during the Spring and Autumn period 春秋 (770-5th cent. BCE), were descendants of the dukes of Yu. A similar off-branching from the house of Yu is proven in the bronze inscription of the tureen Yi Hou Ze gui 宜侯夨簋, which shows that Marquis Ze from Yi hailed from the house of Yu.
The state of Yu was in 655 conquered by the mighty state of Jin 晉, which at the same time exerted the death blow to the statelet of Guo 虢 not far away from Yu.