Lü was born in 1898 in Zhongshan, Guangdong Province, but grew up in Shanghai when at the age of three he and his parents moved to Shanghai. There he developed the gaohu, composed and performed Guangdong yinyue, and made recordings. In 1932, he moved to Hong Kong, where he lived until his death in 1981. His daughter, Lü Hong (吕红), is a professional singer, and the wife of Chinese musician Lui Tsun-Yuen.
