Wu won a playoff in Nanjing to secure a wildcard for the tournament and went down fighting 7-5 4-6 6-3 6-3 to Croatia's Ivan Dodig in front of a smattering of boisterous fans on court eight.
The 186th-ranked 21-year-old, China's first male entrant since Mei Fu-chi competed at Wimbledon in 1959, was especially pleased by the court-side support, having previously received little attention back home.
"I was shocked," Wu, who was mobbed after the match by fans wearing his country's red national flag, told reporters. "In domestic tournaments, it's hard enough getting Chinese to cheer me on, let alone foreigners.
"But there were foreigners here telling me to 'come on!'. That was the first time that's happened, so I felt really happy to have that."
The pint-sized Wu shares the home-town of Wuhan with countrywoman and former French Open champion Li Na, Asia's first grand slam singles champion.
The two-member 'Wuhan clan' share a tight bond and Li passed on her advice before his first round.
"Last night before I went to bed I got a text message from her," Wu said. "She told me: 'Don't be nervous. Don't think about tennis. Just go to bed. Your answer will be tomorrow, not tonight. So don't think about anything else'.
"Even though I lost, I can see hope ahead of me, so I will keep trying to do better next time."
- Sports & Recreation
- Ivan Dodig