Jessica Yu (Chinese: 虞琳敏; pinyin: Yú Línmǐn) is an American film director, writer, producer, and editor. She has directed documentary films, dramatic films, and television shows.

Yu won the Academy Award for Best Documentary Short Subject in 1996 for Breathing Lessons: The Life and Work of Mark O'Brien (1996). Yu's film Last Call at the Oasis (2012) is based on Alex Prud'homme's Ripple Effect. Her more recent films have been Misconception (2014), ForEveryone.Net (2016), a documentary film about the inventor of the World Wide Web, Sir Tim Berners-Lee, and a Netflix comedy Maria Bamford: Old Baby (2017). In 2019, Yu was nominated for an Emmy Award for "Outstanding Direction for a Limited Series, Movie, or Dramatic Special" for the Fosse/Verdon episode "Glory".