There is not much known about his live. The books Shiji 史記, Hanfeizi 韓非子, Lüshi chunqiu 呂氏春秋 and Shuoyuan 說苑 say that he lived in the regional state of Jin 晉 and once fled his home country, seeking refuge among the nomad tribes of the Rong 戎. He later went to the state of Qin 秦.
In the imperial bibliography Yiwen zhi 藝文志 in the official dynastic history Hanshu 漢書, the book You Yu shu is listed among the miscellaneous treatises (zajia 雜家). A note says that the book included three chapters, and that You Yu was himself a man of a Rong tribe who later became a grand master (dafu 大夫) at the court of Duke Mu of Qin 秦穆公 (r. 660-621). The bibliography Jingji zhi 經籍志 in the history Suishu 隋書 and that in the Xintangshu 新唐書 do not list this book, which proves that it was lost before the Tang period 唐 (618-907).
The Qing-period 清 (1644-1911) scholar Ma Guohan 馬國翰 (1794-1857) collected three paragraphs of fragments from the Shiji, Hanfeizi, Shuoyuan and Xinshu 新書. These are to be found in Ma's series Yuhan shanfang jiyi shu 玉函山房輯佚書. The fragments consist of suggestions of You Yu to the duke of Qin. His thoughts show the influence of Confucian, Mohist, and Daoist thought.