Born in Beijing, Lu started learning the cello with her mother from the age of eight. When she was 17 years old, she studied abroad at the affiliated secondary school of Moscow State Tchaikovsky Conservatory in Russia. After that she was admitted to the Odessa Royal Academy of Music and received her Master’s Degree, during which time she joined the International Lysenko Competition in Kyiv and was presented with fourth prize and best performance award for specified works – the first Chinese to have won prizes in the competition. She was later admitted to the Berlin University of the Arts and granted her performer’s diploma, the highest diploma of music schools in Germany. She has studied with Celesnuf (Moscow), Balon (Ukraine) and K Georgian Schwab (Germany).
Lu has performed with the Odessa Philharmonic Orchestra, Berlin Youth Symphony Orchestra, Saarbrücken Opera House, and the Olomouc Symphony Orchestra of the Czech Republic; she joined the Macao Orchestra in 2003.