Zhu Zhengyu joined Shanghai Shenhua's youth academy in 2006 and moved to Shaanxi Renhe (Guizhou Renhe) in 2008. He was sent to Portugal following Chinese Football Association 500.com Stars Project in the end of 2011 and received training with Greater Lisbon clubs Oeiras and Sacavenense successively between 2011 and 2013. He returned to China in 2013 for 2013 National Games of China. Zhu started his professional football career in 2014 when he joined China League Two side Taiyuan Zhongyou Jiayi. He scored two goals in nine appearances as Taiyuan Zhongyou finished the runners-up of the season and won promotion to China League One.