GU Ori was observed with the 1m telescope at Yunnan Observatories in 2005. To determine its physical properties, the Wilson-Devinney program is used. The results reveal that GU Ori is a W-subtype shallow contact binary with a more massive but cooler star 2. The mass of its two component stars are estimated to be $M_1 = 0.45M_odot$, $M_2 = 1.05M_odot$. The OConnell effect was reported to be negative on the light curves observed in 2005. However, it changed to a positive one on the light curves observed from 2011 to 2012. The mean surface temperatures of star 2 ($T_2$) determined by the two sets of light curves were different, which may result from stellar activities. The O - C diagram shows that the period of GU Ori is decreasing at a rate of $dP/dt=-6.24times{10^{-8}}daycdot year^{-1}$, which may be caused by mass transfer from star 2 to star 1 with a rate of $frac{dM_{2}}{dt}= - 2.98times{10^{-8}}M_odot/year$. GU Ori is a contact binary with quite high metallicity.