Lu served as the Music Director of the Teatro Comunale Giuseppe Verdi di Trieste in 1990, and is the first Asian conductor to direct a national opera house in Italy. He was also the Music Director and Principal Conductor of L’Orchestra di Toscana in Italy, Norrköping Symphony Orchestra in Sweden, and the Arena di Verona.

He is the Music Director and Principal Conductor of the Macao Orchestra, Artistic Director of Music of the National Centre for the Performing Arts (NCPA) in Beijing, and Music Director and Principal Conductor of the China NCPA Orchestra. Lu has conducted over 2,000 concerts and operas in collaboration with European, American and Asian opera houses and orchestras. In 2017, he was one of the overseas representatives attending the CPPCC National Conference, and on 14^th May the same year, he conducted the concert dedicated to the 1^st Belt and Road Summit held in Beijing, receiving high praise from both Chinese and foreign leaders. In 2014, 2015 and 2017, he was awarded the Great Wall Friendship Award by the Beijing Municipal Government for his outstanding contributions to the city.