Salma Hayek stars in the ensemble adventure and said she felt working with Zhao was "nirvana."
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"She has a strong vision, a clear vision. She is very good technically but also has great instincts," said Hayek.
The cast of "Eternals" has nothing but praise and respect for Zhao. Her colleagues think her independent film sensibilities helped make "Eternals" different in the superhero world.
"She just kind of lets the cameras roll before action and after cut, and it kind of captures these moments where the character is alone ... You kind of really treasure these silent moments," said Richard Madden, who plays Ikaris.
"She listens. She's curious about what you think," said Hayek. "I'm telling you, I used to just go on the set even if it wasn't time for my scene just to watch her in action."
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For Zhao, it's not about the size and scope of a movie. It's about the connection between characters, and eventually, the audience.
"Whether with other people, or the planet, or the cosmos, God, whatever you believe, you want to feel a connection. I think for storytellers, most of us I believe, are telling our stories because we want to connect. So we don't want to feel so alone," said Zhao.
"Eternals" is rated PG-13. It's in theaters this weekend.
Disney is the parent company of this station.