Zhao made her feature film debut with Songs My Brothers Taught Me in 2015, produced by Forest Whitaker. The film premiered at the 2015 Sundance Film Festival as part of the U.S. Official Competition. It later played at the 2015 Cannes Film Festival as part of the Director's Fortnight selection.
Her second feature The Rider premiered at 2017 Cannes Film Festival as part of the Directors' Fortnight selection and won the Art Cinema Award.
Zhao was born and raised in Beijing before attending high school in London. She went to college in the United States. After graduating with a degree in political science from Mount Holyoke College, she studied filmmaking at New York University’s Graduate Film Program.
