Zhou qualified last at Albert Park on Saturday after he broke the left-hand side of his front wing on the Turn 10 exit kerbs on his final flyer, with the main plane cracking and the endplate eventually breaking off.
At the time, Zhou was on course to be a contender for Q2, running at a similar pace to team-mate Valtteri Bottas who advanced.
Instead, the Chinese driver qualified 19th and last following the withdrawal of Williams' Logan Sargeant, but he won't take up that place on the starting grid.
Sauber has confirmed to Autosport that Zhou has to go back to a previous front wing specification as the team didn't bring any spares of the new wing to Australia.
That change of spec is a breach of parc ferme rules, meaning he is set to start Sunday's race from the pitlane.
Zhou said he had no idea why the wing broke off as he took the usual line through Turn 10.
"I didn't do a mistake on my lap, I was just driving like every single other lap I did," he explained.
"I got to the last sector and suddenly I'm locking up, I'm missing this load and when I crossed the finish line I saw the left-hand side was missing. And I have no idea where that came from, because everything was just normal.
"I watched the replay, it came from the vibration from the kerb of Turn 10, which is very frustrating to be happening in the most important session, because I didn't really go wide. Very disappointing, of course, otherwise it was a pretty good lap."
Zhou said the new front wing didn't yield a big performance boost, but was an attempt to help the car achieve a better balance, with the Swiss team particularly struggling for one-lap pace so far as it suffers from rear-end instability.
"It wasn't like a performance gain - it is more getting a bit more consistent balance," he added.
"Throughout the weekend it seemed to be OK, on the upper side of the midfield battle.
"It is true it is not easy for us this year to get a perfect lap, but the pace was there today, honestly.
"Unfortunately, it's happened in the worst place of the weekend."
When Bottas was asked for his verdict on the new wing, he said: "It's nothing magical, actually.
"We still are a bit limited with the rear stability in high speed, so that's still what we need to keep working on. But overall load is just a bit better, and it gives you more grip."
