In December 2010, she participated in the Women's World Chess Championship and this time she reached the semifinals, where she lost by 1½-2½ to her compatriot and eventual runner-up Ruan Lufei. This result enabled her to qualify for the FIDE Women's Grand Prix 2011–2012. In the leg held in Shenzhen, Zhao scored 6/11 and finished in joint 5th-6th place along with Ruan Lufei, earning her 75 points in the Grand Prix. In October 2011, she won the Nalchik stage, with a score of 9½/11. In July 2012, she finished seventh in Jermuk on 5½/11. In the Ankara event, she placed third with 7½/11. In the Grand Prix overall standings, Zhao placed fourth with 345 points.