Zhu was born in Suzhou, Jiangsu, China on 2 December 1987. When she was 16 she attended The Hong Kong Academy for Performing Arts and majored in ballet. She achieved a scholarship to John F. Kennedy Center for the Performing Arts, where she studied for her postgraduate work-study on ballet. When she returned to Hong Kong, she was recruited by the Hong Kong Ballet, Hong Kong's leading professional ballet company. Zhu is said by many to resemble TVB actress Fala Chen.

In 2011, Zhu entered the Miss Hong Kong 2011 beauty pageant as contestant #5, a local delegate. She won the title, as well as the awards Miss Trendy Vision and Most Popular Award.