Yu Wing-ka graduated from The Hong Kong Academy for Performing Arts with a Bachelor of Music Degree (Hons), where she majored in pipa under Cheung Yim-yu. In 2006 and 2008, she was awarded a scholarship to go to the Central Conservatory of Music in Beijing to receive advanced training in pipa under Hao Yifan and Yu Liangmo, former Pipa Principal of the China Broadcasting Chinese Orchestra. Yu has been on tour with the Windpipe Chinese Music Ensemble to mainland China, Malaysia , Taiwan and Dubai for music exchange.
Yu is currently a pipa musician of Windpipe Chinese Music Ensemble, which is financially supported by the HKADC.