Yu, a member of the People's Liberation Army August 1st Air Demonstration Team, told reporters earlier this month at the 11th Zhuhai Air Show in Guangdong province that she had wondered what it would be like.
However, this will never happen. The pilot, 30, died in an accident on Saturday during flight training in Hebei province.
By late Sunday, nearly 60 million Sina Weibo users had read the news and many paid their respects.
In WeChat Moments, a mobile phone-based, Twitter-like service, many recalled how she inspired them to chase their dreams.
Senior Colonel Shen Jinke, spokesman for the PLA Air Force, said all air force members deeply mourned Yu's death, while the air force will continue to faithfully fulfill its mission.
The air force did not disclose details of the tragedy, but witnesses and military sources said Yu and a male pilot were conducting aerobatic training before they had to eject from their J-10 fighter jet for an unknown reason. The male pilot parachuted to safety, but Yu hit the wing of another J-10 and died.
Born in 1986, Yu was from Chongzhou in Sichuan province. She joined the military in 2005 as a student at the PLA Air Force Aviation University. She graduated in 2009, becoming one of the first 16 Chinese women pilots capable of flying fighter jets. Before the 16 airwomen, all of the air force's female fliers were transport aircraft pilots.
Yu took part in the National Day Parade on Oct 1, 2009, as she piloted a JL-8 trainer jet above Tian'anmen Square. In July 2012, she flew a J-10 fighter, becoming the first woman to operate the advanced aircraft. She was one of only four women qualified to fly the third-generation J-10.
She had become a flight squadron commander, and fans gave her the nickname Golden Peafowl.