Alex Yu develops an intimate, contemporary cinema that explores the fractures of youth, inner wandering, and the inability to communicate in a world saturated with noise. His films portray solitary characters confronted with doubt, anxiety and stasis. His writing favors silence through pared-down formal devices combining voice-over, recurring visual and sound motifs, and subtle shifts into the uncanny. The act of creation often becomes a narrative stake.

In 2025, he was selected for the Cinécubateur residency to develop a short fiction film based on his Hmong origins.