Existing humor datasets and evaluations predominantly focus on English, leaving limited resources for culturally nuanced humor in non-English languages like Chinese. To address this gap, we construct **Chumor**, the first and the largest Chinese humor explanation dataset. **Chumor** is sourced from Ruo Zhi Ba (RZB, 弱智吧), a Chinese Reddit-like platform known for sharing intellectually challenging and culturally specific jokes. We test ten LLMs through direct and chain-of-thought prompting, revealing that **Chumor** poses significant challenges to existing LLMs, with their accuracy slightly above random and far below human. In addition, our analysis highlights that human-annotated humor explanations are significantly better than those generated by GPT-4o and ERNIE4-turbo. We release **Chumor** at https://huggingface.co/datasets/MichiganNLP/Chumor , our project page is at https://github.com/MichiganNLP/Chumor-2.0 , our leaderboard is at https://huggingface.co/spaces/MichiganNLP/Chumor-leaderboard , and our codebase is at https://github.com/MichiganNLP/Chumor-2.0 .