Cai Fu was from Beijing and served as an executioner in the prison. Due to his excellent skills in carrying out executions by beheading, he was nicknamed 'Iron arm' (铁臂膊). He shares the same nickname as the fictionalized persona of Zhou Tong, the archery teacher of Song Dynasty General Yue Fei.
Once, Lu Junyi was betrayed by his adulterous wife and housekeeper Li Gu, and was thrown into prison. Li Gu then bribed Cai Fu to finish off Lu Junyi, but Chai Jin also appeared and bribed Cai Fu to take good care of Lu Junyi with an even much higher sum of money. After Cai Fu had discussed with his brother Cai Qing, they decided to help Lu Junyi. Thus, Lu Junyi's life was spared, and he was sentenced to exile in Shamen Island.