After four years at the Shanghai Conservatory in the class of Wu Bo, Yu Shao earned his music degree in 2008. In the same year, he decided to travel to France to continue his studies. In 2010, he passed the entry exam for the Chœur de Radio France, and then, in 2011, earned his DEM in voice, music theory and chamber music from the Conservatoire à Rayonnement Régional in La Courneuve-Aubervilliers. He developed his vocal technique with Eléonore Jost and Leontina Vaduva. In 2012, he joined the Chapelle musicale Reine Elisabeth in Belgium, where he studied under Jose Van Dam. In 2014, he won fourth prize in the Queen Elisabeth Competition and third prize in the Toulouse Competition.

Yu Shao was a member of the Atelier Lyrique, recently renamed the Académie de l’Opéra National de Paris, with which he has played the roles of Pylade (Iphigénie en Tauride) at the Théâtre de Saint Quentin en Yvelines and Ferrando (Cosi fan tutte) at the Maison des Arts de Créteil and the Anthéa Theatre in Antibes.

More recently, he as sung the roles of the Messenger (Aida) and Normano (Lucia di Lammermoor) at the Opéra National de Paris, Steuermann (Die Fliegende Höllander) at the Lille Opera and Bénédict (Saint-Saens's Timbre d'argent) at the Paris Opera Comique, the roles of Ruiz (Trovatore) at the Opéra National de Paris, le chef des Marins, un Anier (Marouf) in Bordeaux and at the Opera Comique.

He is currently preparing for , a sailor and a sheperd (Tristan und Isolde) à l'Opéra de Montpellier, Das Lied von der Erde à la Philharmonie de Paris, le Steuermann (Le Vaisseau Fantôme) à l'Opéra de Rennes.