Yu was last seen at a night market in Richmond at around midnight local time on September 10, Chinanews.com reported, citing local media.
Yu had been with two friends whom he earlier left at the Bridgeport Station. He then reportedly ditched a school mate who spotted him at the market and mixed in with the crowd.
He sent a Wechat message to a friend at 2am the following morning saying "I hope you will like me in the afterlife" and has not been heard from again.
Yu is from Shandong province and has been attending the David Thompson Secondary School in Vancouver.
Yu's parents have arrived in Vancouver and have been in contact with the police.
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