But England’s Murphy, the 2005 world champion, pushed Wu all the way to the finish line, levelling at 16-16 with a gritty century break.
Wu recovered from 45-0 down to record a brilliant 91 clearance to go 17-16 ahead.
He moved 43-0 up with the title in his sights, but a missed black gave Murphy the chance to draw level again with a 75 break.
The balance of power in the final frame tipped Wu’s way when Murphy left a difficult red that the Chinese player stroked into the middle pocket, kick-starting a break of 85 that took him to the title.
It was the first World Championship final to go to the deciding frame since Peter Ebdon beat Hendry 18-17 in 2002.
From Lanzhou in northwest China, Wu turned professional aged 17 and made a transformative move to England three years ago to join the growing stable of Chinese players based in Sheffield.
Initially living in a windowless flat and sleeping on the same bed as his father, Wu’s switch eventually paid dividends.
Runner-up finishes at the English Open and Scottish Open in 2024 laid the foundations for the emerging star’s march to the world title.
He beat John Higgins in the International Championship last year to clinch his first ranking title.
The youngest player in the world’s top 16, his run at this year’s World Championship included eye-catching wins against Mark Selby and Mark Allen.
Ronnie O’Sullivan once labelled Wu a “more dynamic” version of the legendary Steve Davis.
Like O’Sullivan and Davis, Wu can now call himself a world champion.
