Zhao married his girlfriend Zhang Danlu, whom he met in 2002, in June 2006, and their daughter was born in September 2007. In November 2007, Zhao brought his family back to Beijing. At the airport, when interviewed, Zhao said his daughter is named "Rosita", Chinese name "Zhao Ziyang" (赵紫阳). His daughter shares the same name as the late politician Zhao Ziyang, whose name has been a taboo subject in China since 1989. On 15 July 2011, Zhao's wife gave birth in Hong Kong to their second son, who is named "Zilong" after the courtesy name of Zhao Yun, a famous general of the Three Kingdoms period. On 14 September 2016, Zhao and Zhang welcomed their third child (Zhao's fourth), a daughter named Luna Zhao.