At the 2016 Rio Olympics the Chinese team was considered a favorite to win the gold medal since they had won the World Cup the previous year. However, the team performed unsatisfactorily in the preliminary round with only two wins and three losses, thus the team had to face the top ranked team of the next group and two-time defending gold medalist, the Brazilian Team in the quarterfinals. China however managed to cause a great upset to the hosts by defeating Brazilian Team 15-25, 25-23, 25-22, 22-25, 15-13. Zhu scored 28 points in the match. In the semifinals Zhu scored 33 points to avenge their loss to the Netherlands Team in the preliminary round by defeating them 27-25, 23-25, 29-27, 25-23. With 33 points in the match Zhu ranked no.3 on all-time top scorers list in a single match in the Olympic games. In the final, China defeated Serbia 19-25, 25-17, 25-22, 25-23 to earn their third overall gold medal in the sport at the Olympics and the first since 2004. Zhu was awarded the MVP and the Best Outside Spiker of the tournament. She became the third Chinese player to be awarded MVP in the Olympics after Lang Ping and Feng Kun. She joined Vakıfbank in Turkey in Season 2016-2017 and became the youngest player in China to be transferred outside the Chinese Volleyball League with the help of her original club Henan Huawei as well as her coach in the Chinese Team, Lang Ping.