This article focuses on the source of the interrogative pronoun sha ‘啥’ in Wu dialects, which is a case study of Wu dialects’ historical syntax. It is generally believed that sha ‘啥’ of Wu dialects comes from the fusing of shenme ‘什么’, but this solution has the following problems: Wu dialects have voiced initials, so sha ‘啥’ which is voiceless initial cann’t come from shenme ‘什么’. The article first discusses the geographical distribution and function differences of sha ‘啥’ in Wu dialect, and then reconstructs its early phonetic form. We hypothesize that the fusing of shenme ‘什么’ were considered in the Bianluo area of the Song Dynasty, and then sha ‘啥’ was brought into Wu dialects via the Song southern migration.