Wu had been missing since the Friday afternoon shootings at the offices of SiPort Inc., a company that develops digital radio semiconductors.
Police say Wu had been let go this week from his job as a product test engineer.
Police identified the victims as Sid Agrawal, SiPort's chief executive officer: Brian Pugh, the company's vice president of operations and Marilyn Lewis.
Wu is being booked into Santa Clara County Jail, where he will be held on three murder counts.
