Zhao graduated from Luxun Fine Art Academy in 1992. He supported himself as a photographer while working on his early documentaries. Zhao’s 2009 documentary Petition: The Court of the Complainants premiered at the Cannes Film Festival and is about aspects of the legal system in China. The film was shot over twelve years and details the plight of Chinese citizens traveling to Beijing to file complaints with the central government about local officials. After debuting at Cannes the film was banned in China. His 2011 film Together is about discrimination against people with HIV and AIDS in China and was commissioned by the Ministry of Health.