Zhao Junzhe graduated to the Liaoning Whowin's first team from the club's academy and made his debut in the 1999 season where he made 25 appearances and scored three goals. He continued to be a vital member for Liaoning that season when he aided them to being runners-up and the Chinese FA Cup. He soon became the club's captain and won the Chinese Football Association Player of the Year award in 2004. The following seasons saw the club's fortunes fall and Zhao unfortunately led the team to relegation to China League One at the end of the 2008 season. Despite this setback, he remained with the team and immediately led Liaoning back up to the top tier when they won the second tier title in 2009.