Lü was born in a village administered by Qianjiang City, Hubei Province. His father, Lü Yuan, and the rest of his family were farmers. When he was 13 years old he joined a local sports school to be trained as a weightlifter, which was an opportunity to escape rural poverty. In 1999, to remove the financial burden on Lü's family, his coach Dengling Hu sent him to join the provincial team.
In 2003 Lü represented the Hubei provincial team in the Chinese national weightlifting championships, competing at 69 kg. He won the bronze total for his class. The same year, due to his outstanding performance, he was recruited by the Chinese national team. In 2006 due to ligament injuries in his shoulders and legs, he left the national team. In 2008, after the 2008 Summer Olympics, Lü renewed his training in the national team with coach Yu Jie.
He has set thirteen senior world records throughout the course of his career, seven at –77 kg and six at –81 kg.

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