Wu Jin Yan, born in Chengdu, China, began studying ballet at the age of 3. In 2000, she moved to Beijing to train at the Dance School Affiliated with the Beijing Dance Academy, aiming to become a professional ballerina. After seven years of training, she joined the National Ballet of China but suffered recurring foot fractures, which led her to shift career paths. In 2009, she enrolled at the Beijing Film Academy to study acting.

On September 13, 2024, it was announced that Wu Jin Yan married fellow actor Hong Yao.