The 33-year-old is the fourth-most seasoned driver on the current grid, trailing only Fernando Alonso, his former Mercedes teammate Lewis Hamilton, and Sergio Perez.
When Zhou used the soft compound and rounded the circuit in 1 minute, 31.610 seconds under floodlights, he beat the Dutchman's time by 0.040 seconds.
The 32-year-old Finnish driver joined Alfa Romeo this season from Mercedes and has had a strong start to the campaign so far.
Alfa Romeo became the final team to reveal their challenger's livery for the season, which they described to be a subtle nod to the past.
The new car will be powered by Ferrari once again, with Alfa Romeo continuing their partnership, but it will lack Ferrari's gearbox.
Kimi Raikkonen has raced in Formula One for more than 20 years and won the 2007 Drivers' Championship with Ferrari in 2007.
Alfa Romeo has seen fit to rejuvenate ahead of the season, with F1 entering a new era in terms of the regulations in 2022.
The partnership between Bottas and Hamilton helped Mercedes clinch a record-eight consecutive constructors' title.
Bottas was backed up by Felipe Massa at Williams before joining Mercedes to accompany Lewis Hamilton at Mercedes.
Guanyu Zhou will become China's first-ever Formula 1 driver in 2022, having been signed by the Alfa Romeo team for the upcoming season.