In 2004, he was kidnapped by three individuals wearing police uniforms outside a Beijing bar. The kidnappers didn't know that he was an actor, only taking him because he was driving a fancy car, and demanded a ransom from his family. They never received the ransom due to the police efficiency in rescuing Wu after more than 20 hours of captivity. The story was later turned into the film
Jie jiu Wu xian sheng (2015).
