Wu Sa was born in Chifeng City, Inner Mongolia Autonomous Region, a Mongolian. He was interested in economics since he was a child. Later, he was admitted to Peking University Institute of Economics and received his doctorate in Tsinghua University.

He has served as deputy director and director of the Planning Department of the National Development and Reform Commission. Participate in drafting the national 12th Five-Year Plan, 13th Five-Year Plan and 14th Five-Year Plan; Participate in drafting the national new urbanization plan, the national main functional area plan and the post-earthquake reconstruction plan of Wenchuan earthquake; Participated in drafting important documents of the National Development and Reform Commission for many times.