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 1 September. 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. "You 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."
Source: Autosport