At the last grand prix at Silverstone, Perez crashed in qualifying and made an embarrassing Q1 exit that hindered his weekend.
Since then, his Red Bull future has looked less certain with the 34-year-old encouraged to improve his performances if he wants to remain with the team.
A disastrous crash in FP2 would have further hindered his chances to remain at Red Bull, but managed to continue in the session to secure the fourth fastest time.
On the other hand, Zhou could not set a faster time after the incident, and finished practice in P20 after securing an impressive fifth in FP1.