The school girl powered home to win the 400m individual medley (IM) in an Asian Games-record four minutes and 28.56 seconds, making it three golds from three events in Tokyo.
She also won the 200m butterfly and 200m individual medley, also in Asian Games-record times.
Yu is shaping up to be a major medal threat at the 2028 Los Angeles Olympics, but she said she still has room to improve before then.
“I gained a lot from these Asian Games but there were also some regrets,” she said after the race.
“I’ll go back and keep reviewing what I didn’t do well, and I hope I can do better next time.”
Yu’s time beat the previous 400m IM Asian Games record set by China’s Ye Shiwen in 2014 by almost 4.5 seconds.
It was the fourth-fastest time in the world this year, with world record-holder Summer McIntosh owning the top three.
Yu has dominated this week in Tokyo but she stood in wide-eyed amazement when a reporter suggested she had made it look easy.
“Definitely not,” she replied. “It didn’t feel easy at all. It was quite challenging.”
Yu finished 3.95 seconds clear of silver medallist Ke Wenxi, also of China, with Japan’s Mio Narita third.
Ke is only 15 and she and Yu made heart signs and chatted happily together as they celebrated their one-two finish.
“We’re good friends, this time we shared the same room,” said Yu. “We kept encouraging each other all day.”
But Yu would not be drawn on her chances of success at the LA Olympics, when she will be 15.
“Keep working hard,” she said of her goals. “Break through my limits and recent times and keep working hard.” (AFP)