Speaking to RacingNews365, Zhou revealed when he found out about the 39-year-old's surprise move.
“I didn't check that much [the reaction to Hamilton’s news in China] but people probably didn’t believe it, or 90 per cent of the people [didn’t believe it] when rumours came out,” he said.
“I know Marc, which is his [Hamilton’s] kind of management together with me. I text him before it, so I knew he was signing, it was a fact. I didn't tell anyone, but I was really shocked by the news.
“But I think the people back there [at Mercedes], it’s going to be even more shocking. I think as a driver, especially Lewis, I think he is seeing himself to retire as a Ferrari driver,” he continued.
“It’s very unexpected, most likely [I was] not expecting Lewis to retire as a Ferrari driver.
“People love to be retiring as a Ferrari driver, especially the world champions but he announced it at the beginning of this season, which is still another season to go with his team, which is certainly a shock."
He will be hoping to round off his Silver Arrows legacy in style, but his team have a tough fight ahead if they are to have a chance of beating the dominant Red Bull outfit.