Wu regularly took part in rooftop stunts and was performing the last unsafe stunt as part of a challenge to win $15,000.
"He planned to propose to his girlfriend (the day after the challenge)", the South China Morning Post quoted his step-uncle as saying.
The stunt was reportedly part of a £11,300 ($15,000) challenge.
Wu's death was not confirmed until a month later on December 8 when his girlfriend posted a message on social media after his followers were becoming concerned that he hadn't updated his page. "It makes me think of November 8th, the day that you left us, left this world".
His girlfriend, identified only by her surname Fu, called police on November 9 after he failed to return, The Beijing News reported on Monday. "He needed the money for the wedding, and for medical treatment for his ailing mother".
Virushka Wedding: Confirmed! Virat Kohli, Anushka Sharma tie the knot, see photos
Virat stays on to play a series there, Anushka returns to resume work on her film with Shah Rukh Khan and Katrina Kaif. This came after Anushka's spokesperson has denied media reports of their planned wedding between 11 and 13 December.
Wu was famous for scaling skyscrapers without any safety equipment, relying only on "martial arts training and careful planning", according to one of his posts on Weibo.
But it was his rooftop posts which brought him significant attention on social media - and, according to local media reports, proved more lucrative. More than 300 videos of him tip-toeing around skyscraper ledges or doing pull-ups as he hung from the side of tall buildings have been widely shared by his fans.
"The moment you start wearing safety equipment is the moment you've got doubt and when you've got doubt, that's when things can go wrong", United Kingdom climber James Kington told the BBC a year ago.