“When I was 3-1 up I missed a few shots and he came out to go 5-3 and I was just thinking I don’t him to win so easy,” he told ITV.
“I was a little lucky in the last two frames and got away with a couple of misses.”
Zhao will now face world number Judd Trump in the last four of the 16-player invitational tournament, which is a non-ranking event.
The 28-year-old had earlier breezed through his opening match with a 4-0 win over Mark Allen.
Northern Ireland’s Allen won just a solitary point in four frames as Zhao made breaks of 60, 78 and 76 en route to victory.
Wilson had progressed after a 4-3 win over fellow Englishman Jack Lisowski in a close encounter.
Lisowski had fought back from 3-0 down to level the match, only for Wilson to peel off a break of 122 to clinch the success.