Zhu struggled with her serve in the opener, producing three double faults and only landing 38 percent of her first serves. As a result, Wozniacki was able to claim the lone break of the first set while not having to see off a break point on her own serve.
Wozniacki put her foot on the accelerator in the second set, breaking Zhu twice on her way to taking the set 6-1, wrapping up the match in an hour and 16 minutes.
The Dane will face Carina Witthoeft in the quarter-finals after the German produced the day's surprise result, downing fifth seed Klara Koukalova 7-6(3), 6-0.
Su-Wei Hsieh, the 2012 Malaysia Open champion, was handed entry to the tournament through a wildcard, and she's making the most of her chance, progressing to the quarter-finals after beating Japan's Misa Eguchi 6-3, 3-6, 6-0.
Hsieh will face Elizaveta Kulichkova of Russia in the last eight.
In Friday's other quarter-finals, Julia Goerges takes on Alexandra Dulgheru and Kurumi Nara faces Jarmila Gajdosova.