The emotional world No. 87 had just stunned sixth seed Maria Sakkari 7-6 (7-3), 1-6, 6-4, with the Greek becoming the latest major casualty at the Australian Open.
Zhu, whose 29th birthday will be on women's singles final day next Saturday, is into the last 16 and a date with former champion Victoria Azarenka of Belarus.
The Chinese player had lost all seven of her previous encounters against top-10 players.
But nobody would have known it on Margaret Court Arena in a latenight encounter that went past midnight and, fittingly, into Chinese New Year's Eve.
The underdog celebrated the Year of the Rabbit by taking the first set on a tiebreak.
Though she dropped the second as Sakkari finally woke up, Zhu regrouped to secure her biggest win and then burst into a flood of tears.
"Words can't describe how I feel right now. Thank you, my team, and thank you for pushing me every day to become a better player," she said, looking to her player's box.
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