The 13-year-old won her third straight gold when she won the 400-meter medley in Nagoya, Japan.
The winning time of 4:28.56 was less than five seconds off Canadian Summer McIntosh's world record of 4:23.65.
Yu Zidi, who turns 14 in October, has previously won both the 200-meter butterfly and 200-meter medley.
Last year, she became the youngest swimmer to win a World Championships medal, when at the age of 12 she was part of China's bronze-winning 4x200-meter freestyle team.
Her spectacular success has also sparked discussion about how the extensive amount of training can affect her, both physically and mentally, at her young age.
