Her husband shared their photos on his Instagram on Monday, receiving over 12,000 likes.
The couple said they had stayed at the five-star Regent Villas & Resort Phu Quoc where they spent time watching the sunset on Long Beach.
The resort opened in April 2021 and features 302 suites and villas, six restaurants and bars, and is next to a UNESCO-recognized world biosphere reserve.
Well known for its long, sandy beaches, turquoise waters and dense forests, Phu Quoc has become a popular holiday destination for both domestic and international tourists.
Wu is a popular actress in Hong Kong where she won Best Actress in the TVB Anniversary Awards 2011 for her role in the "Curse of the Royal Harem" drama series.
She began dating British-born Lee in 2014 and they married a year later.