Key was eased out of a similar role at McLaren earlier this year after a shake-up of technical responsibilities.
He was soon hired by his former boss Andreas Seidl, who as CEO of Sauber Motorsport is responsible for preparing the Swiss organisation for the arrival of Audi in 2026.
Key, who had a previous spell at Sauber between 2010 and 2012, will join the Hinwil outfit on September 1.
He replaces erstwhile technical director Jan Monchaux, who is now on gardening leave.
Zhou says he knew that changes were going to happen in the Sauber camp ahead of Audi's takeover but he hadn't expected such an important signing so soon.
"I was a bit surprised, obviously," said Zhou. "I kind of knew things were changing a bit inside the team heading [towards] 2026. But I didn't expect it to be so quickly.
"I think Andreas is trying to build a team to be ready for this Audi arrival. So I'm happy [with] whatever action Andreas takes. And I feel like he is a good guy in knowing what he's doing for the best for the team.
"From my side hopefully James will come to the team and he'll give us some other ideas, and we can just continue working and even make a further step up for the end of the season."
Asked by Motorsport.com about the apparent anomaly of the team hiring someone who was surplus to requirements elsewhere, Zhou stressed that he has faith in Seidl's choice.
"I don't know what was going at McLaren and why he got booted out," he said. "But what I heard is that they've been working extremely well together, Andreas and James.
"I think they were the guys who were at McLaren when they were struggling, or finishing at the back, and then bring them to be a race-winning car, or podium several times.
"So I think they both know what they're doing, and I'm just supporting them and supporting the decisions that Andreas is able to take.
"I'm sure it's going towards the direction he wants to build a team into, the structures inside and out. So yeah, I'm okay with all that."
Meanwhile, Zhou stressed that the main goal for the team continues to be on drag reduction, with some useful steps having been made with recent upgrades.
"I think you know our long-term focus for the team is clear, to have less drag," he said. "So we don't have to force ourselves at a lot of tracks to use lower wings just to make sure that we're not in trouble in the race on top speed.
"I think every package now there's definitely aero performance, but low drag doesn't really come in one day or two days or two race weekends, it's kind of like the long-term focus maybe for next year or end of this year to have something like that to solve these issues."
