How to specify a unicode character using QString?

Apparently '\u' only works with UTF-8:

QString s = QString::fromUtf8("\u4FF0");

// Or with that at the start of your main function:
QTextCodec::setCodecForCStrings(QTextCodec::codecForName("utf8"));
...
QString s("\u4FF0");

If by direct you mean using a Unicode code point value, then QChar may be it:

QString s = QChar(0x4FF0);