After having to be content with silver in the Epee at Beijing 2008, Yu regained the title she won in Athens eight years ago by defeating Hungary's Zsuzsanna Krajnyak 15-6 in the final.
On her way to the title Yu beat China's Wu Baili 15-11 in the semis, in what was a repeat of the Foil final on Day 6. Wu then went on to claim bronze after beating 46-year-old Alla Gorlina of Ukraine 15-11.
In the men's Category B event, Hu Daoliang of China was also aiming to win his second gold of London 2012 after his Foil success a day earlier, but the defending Epee champion lost 15-9 to Tam Chik Sum of Hong Kong in the quarter-finals.
Tam then reached the final, but ended up losing 15-14 to Jovane Silva Guissone of Brazil.
After beating eventual bronze medallist Alim Latreche of France 15-11 in the semi-finals, the Brazilian then trailed 13-11 to Tam in the first to 15 final - but then scored four of the next five hits to take gold in dramatic fashion.
In the women's Epee - Category B, meanwhile, defending champion Chan Yui Chong of Hong Kong had to settle for bronze after losing to Thailand fencer Saysunee Jana in the semi-finals 15-14.
Jana, who won bronze herself in the same event at Beijing 2008, then claimed the title after recording a comfortable 15-8 win over Germany's Simone Briese-Baetke.
The final gold medal to be decided went to Poland's Dariusz Pender, who bounced back from losing three of his group bouts during the morning session to win the title in the men's Epee - Category A.
Pender overcame double European champion Romain Noble of France 15-9 to win the title, with the bronze going to Italy's Matteo Betti.