Upon winning the inaugural Bonnie Award at the 2018 Film Independent Spirit Awards, Zhao said: "It's always curiosity at first that leads me to places and to people—and then a connection with them. We're making films about people who live close to the land, and we're making films close to the land as well. This landscape humbles them; you don't feel like you're above this land; you respect this land. You know what it's like to be scarred and you know what it's like to touch an animal that you love. And these images, everyone can understand that, these images are universal."

Scheduled for release this November, Eternals is the next big Marvel franchise, and stars actors including Angelina Jolie, Gemma Chan, Kumail Nanjiani, Salma Hayek, and Kit Harington. 

Born in Beijing, Zhao told Vogue in 2018 that her parents sent her to "one of those Hogwarts boarding schools" in the UK. She later studied political science at Mount Holyoke in the United States before attending film school at New York University. Zhao says one of her earliest film obsessions is Wong Kar-wai's Happy Together, and that she rewatches it before she begins any new movie project.

Breaking with Hollywood stereotypes and in spite of her success, Zhao has a reputation in the film industry for being surprisingly unfussy and down-to-Earth. "I haven't been to a hair salon in five years," she told Vanity Fair late last year. "I'm a true believer that you have to work with people who are on the same page with you, not only about the film, but about how to be in the world. Otherwise the drama is just going to be endless. Fran [Frances McDormand] and I spent a lot of time getting to know each other, and we do have a lot in common."

"I grew up with manga," she said in a conversation with Moonlight director and Academy Award winner Barry Jenkins. "I have to just say, we didn’t have movies when I was growing up, not the same way that you guys had access to films, but I did have just cabinets and cabinets of Japanese manga. I just devoured them. That was my first love. I wanted to be a manga artist, but I was not very good at drawing. I have been a fan of the MCU [Marvel Cinematic Universe] for the last decade. So, I put the word out there I wanted to make a Marvel movie and the right project came to me."