In August 2001, the Polish Chopin Society held the 56th Music Festival in memory of Chopin. Shen Wenyu, along with Li Yundi, Chen Sa and Wang Yujia, were fortunate enough to be specially invited to participate in the concert; at the music festival, the four Each young pianist held a solo concert respectively.

The winner is listed as one of the Three Musketeers of Chinese Piano (Lang Lang, Li Yundi, and Shen Wenyu) by the European music scene.

On June 18, 2005, 18-year-old Shen Wenyu won the championship in the world-famous Rachmaninoff International Piano Competition and won a reward of up to US$30,000.