Zhou Yajun began his football career with the various Shanghai Shenhua youth teams and took part in the squads that trained in Brazil, however instead of immediately continuing with his football career Zhou Yajun would instead continue with his studies and go to Donghua University where he still played football as a goalkeeper.
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In 1989, he graduated from the Arts & Design Institute of Wuxi Technical University, China, and teaches at the Arts and Design Institute of Donghua University.