The visit, which was overshadowed by North Korea's announcement of a plan to launch a rocket and send a satellite into space, concluded after three days of meeting with various officials, Yonhap reported.
Wu, who also serves as China's special representative for Korean Peninsula Affairs and as its representative at the six-party talks, is the first high-ranking Beijing envoy to visit Pyongyang since Jan. 6, when North Korea conducted its fourth nuclear test.
The visit marks Wu's first trip to Pyongyang in nearly two years, and the envoy had met with Ri Su Yong, North Korea's foreign minister, Kim Gye Kwan, first vice foreign minister, and Ri Yong Ho, North Korea's chief representative to the six-party talks.
Upon his arrival in Beijing, Wu told reporters that he "said what had to be said, and did what was supposed to be done," referring to recent North Korea announcements.
South Korea press reported that in talks with the North Wu could have apprised officials of the inevitability of stronger sanctions in the wake of the country's fourth nuclear test and an impending rocket launch.
Chinese state media has condemned North Korea's latest plans and warned Pyongyang would pay a "severe price" for its provocations.
At a press briefing Thursday Beijing's Foreign Ministry spokesman Lu Kang said during Wu's visit the two sides discussed bilateral relations and the "current situation on the Korean peninsula." Lu did not provide further details.
North Korea is showing no signs of reversing course.
Pyongyang's state outlet DPRK Today said Thursday North Korea is an "unrivaled superpower" that has the technology to launch an earth observation satellite, the ability to detonate hydrogen bombs, and is now a major player on the international stage.