For the 2012-13 season, Zhao moved to Chicago to train with Kori Ade and Rohene Ward, coaches of 2014 US Olympian Jason Brown. She won the inaugural US Challenge Skate at the junior level, ahead of Polina Edmunds. Zhao won regionals by 45.37 points but placed 5th at sectionals, failing to qualify for the 2013 U.S. Figure Skating Championships.