The midfielder completed a season in Australia's top flight earlier last month, playing 10 matches for Canberra United after arriving last November.
During her five months Down Under, the 26-year-old missed eight club matches due to injury and international duty but still held down a regular starting spot across a variety of positions — midfielder, second striker, and winger — and scored two goals.
Canberra United narrowly missed out on a top-four spot and a place in the league's finals after ending the regular season with a 3-3 draw against Melbourne City.
"That match was very crucial and held in the same stadium as the men's A-League match in Melbourne," Wu told Xinhua recently.
"We were excited and everyone did their best. But the result was a pity. The coach praised the hard work we put in throughout the season and said we could make the top four next season."
Usually playing as a wide midfielder, Wu has emerged as a major attacking force for China's national team, opening the scoring in last year's Asian Cup semifinal victory over Japan.
She believes her season in the women's A-League has improved her game in a number of aspects.
"I took this step to experience an overseas league for the first time. I think it was a good decision. I didn't quite adapt to the rhythm in the first two rounds, and then match by match I got used to it," she said.
"My teammates and I have gradually become familiar with each other. I think I made some progress, as this is a physically tough league, and it's very competitive."
Wu said the club praised her contribution and hopes to bring in another Chinese player next season. She added that her time abroad had forced her out of her comfort zone.
"Playing overseas means you have to look after yourself, including daily cooking, which was difficult for me when I first came here. When I played for Jiangsu in the Chinese league, the club had a chef and a canteen, meaning you didn't need to think about what to eat each day," she said.
"But after a month, I became familiar with cooking and shopping in a market there. Life in Canberra felt convenient. Looking back on the season, it was a good experience."
Wu returned from a training camp with the Chinese national team in Europe in March, where the team drew 0-0 with Switzerland and was defeated 3-0 by Spain in two warm-up matches ahead of the World Cup, which is set to be held in Australia and New Zealand from July 20 to Aug 20.
"The European teams have really improved in recent years. We can feel the gap," said Wu.
"For instance, Spain — quite apart from their physicality — were so calm in possession and were really good at controlling the tempo of the game."
Drawn in Group D with England, Denmark and Haiti at the World Cup, China is not regarded as one of the favorites to reach the knockout stage, despite winning the Asian Cup last year.
The top two teams from the eight groups will reach the last 16, with the tournament expanded to a 32-team format for the first time.
Despite the challenges that await, Wu hopes to continue improving over the coming months and do her country proud on the world stage.
"We still have a lot of room for improvement. Although the gap is huge, I think as long as we face up to it and narrow it step by step in daily training, we still have a great chance," she said.
"In the group stage, each team has different characteristics. We will analyze the opponent well before each game and stick to our strategy.
"I think the first goal must be to qualify for the knockout stage," Wu added. "After that, I hope we can go further. Confidence is essential."