Zhao, as a first reserve, scored 11 points out of 12 (performance rating of 2723) on board 4 in the 2002 Women's Chess Olympiad, held in Bled. In next edition, held two years later in Calvià, she scored 10/12 on board 3 (performance rating of 2603) winning an individual gold medal. In 2006, she scored 10/13 on board 1 (performance rating of 2615) winning an individual gold.