The first full-time Chinese driver in the sport, the eyes of over a billion people back home follow him at every turn, and will continue to do so in 2024.
Such a fact naturally comes with extra pressure, but Zhou seems to be handling things well, as he bids to help people back home really get to grips with the ins and outs of his sport.
At the close of the season, Motorsport Week spoke exclusively to him about those pressures, sport in China, and his interests away from the circuit too…
"For me, actually, the pressure was higher last year," he begins.
"This year was more just for making sure people back home or the newcomers to this sport understand how Formula One is and how this sport is not an equal equipment sport like most of the other sports that Team China has been entering.
"In the Olympics, for example, everybody is equal. [F1] is a sport that's very unique and high-intensity. As a sport, it's similar to the way you need each athlete to perform at their best but then it's also more than 60% down to the car performance. So this is kind of the thing I try to explore a little bit more back home.
"But the pressure has definitely felt less because the first time I joined F1 a lot of people started watching, but they didn't know that you can be just a backmarker or someone who can make some history. That was definitely the most pressure that I felt in my career. Now, the pressure is high but it's definitely reduced compared to year one."
In most sports, Chinese athletes are expected to excel and challenge for victory and that will be the same for Zhou in F1, hence he's so keen to relay how important the car is in his chosen discipline.
In terms of dealing with pressure, though, we ask him if he's spoken to many of his elite sporting compatriots.
"I've spoken to a few athletes. I think [pressure is] a very usual or a very common thing back home, especially in the ones that are [considered] a home sport, for example, ping pong, football, and basketball," he says.
"Ping pong has a high popularity back home and we have obviously been winning for many years or been in the top three in the world, but I think the popularity of these [sports] has been stabilised for many years and it doesn't really grow [much more now.]
"But what the biggest difference for Formula One and maybe some of the winter sports like snowboarding where there have been some gold medal wins recently, these are the new sports that make some history and make people put some more effort into understanding something completely new.
"So that's what I think is very similar in my sport and that's something I really like to share with other athletes but we all want to win. China is a country where 50% of people only see you when you’re winning but then the other side want to understand motorsport. Maybe winning other sports, or to be a Formula One driver, is like having the Chinese football team going through to the World Cup. That’s kind of what this is."
Clearly a sports-mad country, we ask Zhou about his other sporting interests as a youngster, and it's clear that once he got the motorsport bug, everything else fell by the wayside.
"[Motorsport] was the one I picked or I really enjoyed and decided to go all the way with and it's the one I probably only had a dream about," he says.
"I tried a lot of sports as a kid, I really like different sports. [I was] quite an athletic young kid. But then I just feel like the passion I had for F1, out driving cars, the speed, the noise of the engine just makes me very, very excited and it's something I really wanted to do for a long time, especially since I had this dream my first time watching my first proper F1 race.
"I actually tried to be a golfer, like actually learning a lot since being a kid and that's why now I don't really go back to golf anymore even though a lot of drivers started playing golf like crazy. When I was a kid, my dad was trying to get me to be a golfer but then I quickly realised I didn't really like the silence. Of course, there's competition but it's in a completely different way. It's a very calm sport, relaxed. [F1] is more intense which I enjoy more. I preferred football over golf and then when I tried racing, there was no other thing on the same platform.
"That took over, it took over all the other things. The other things became just an interest or hobby."
A Real Madrid fan, football is also of interest to Zhou. It's well-known he lived in Sheffield, a football-mad city, in his younger years and so we wonder if he'd ever been to a game involving either United or Wednesday in the Steel City.
"I actually haven't been to a football club game outside of China," he reveals.
"I've been to one or two games as a kid but then I've never been to these games [since].
"When I watch football, I don't go for the atmosphere, I want to go for the team I support. Sheffield to Madrid is a bit far! I think I will try and find a time to hopefully go to Madrid next year to watch some games. I like it in general, I think it's great to speak to the players and be close to these things.
"But, yes – Sheffield is very famous for these two teams. Especially going to school, all the kids would ask 'Which team do you support?' to which I'd say just Real Madrid. Whoever they wanted me to support, I didn't really mind. I'd just wear my Real Madrid kit."
Sheffield is obviously an important part in terms of Zhou's formative years, and he went back there earlier on in 2023. We asked him about some of his experiences in South Yorkshire.
"I went back this year to visit my [old] school and the people.
"I really like the place. I mean the place I think hasn't changed for 10 years now. But it was clear while I lived there, they had a lot of Chinese students in the university and the popularity of it has built up so much. There are so many Chinese people living there it's crazy. You can see on the roads they are opening a lot more restaurants.
"The place looks exactly the same as how it was when I was going to school and then you have obviously the snooker, it's very famous there. It's something I usually played on weekends off with friends or family and the food is very traditional British food but then there you have this special Yorkshire pudding. I like it!"
Zhou has certainly never been afraid of sharing his passions and another thing that has caught the eye has been his fashion sense inside and outside of the paddock. It's something that he has been engaging with for a number of years now.
"I would say like four years ago I started to be more into that and then the interest just continued to be increasing. Since I was a kid my mum would dress me cool and then quickly when I became I think 14,15 years old, I kind of had the way I want to look, knew what kind of clothes I thought were suitable for me and I started to pick my own clothes. A lot of people, like friends of mine, probably didn't really have the taste of what they wanted but I was like quite clear.
"It changes every year, and every year I have something different. One year maybe I was wearing a lot of shirts and blazers. One year it'll be a bit more streetwear. I just became more into fashion because as a kid I always loved drawing and art. Art lessons were kind of one of my favourite lessons. I just like to design stuff in general and I think it makes perfect sense with fashion. I think what would be cool in the future would be designing some proper normal casual wear."
It'll be intriguing to see what Zhou's choice of paddock clothing is for 2024, given he's with the Sauber team for another year, whilst on-track performance is also going to have many casting their gaze over it.
2023 was a difficult one for Alfa, and Zhou is just hopeful that next season has more positives.
"This year it's been a struggle, especially the second half of the year, we've been struggling just in general with the performance of the car. So next year we have somewhat quite a big change and a new car which is really exciting.
"[We have] already seen a lot of work going on in the wind tunnel and all that and hopefully we can have a very strong package and then we can fight for not just the back four or the last points positions, but fight in the middle of the midfield, top five. That will be exciting as then people can see more of what we can actually do."
A telling last line as we wrap up this interview. Zhou knows exactly what is expected of sports stars from China, and will hope he has all the tools available to him to meet those expectations in 2024.