Zhao Zunyue is the only son of Zhao Fengchang, an important figure in the Republic of China, and his mother is Zhou Nan. The residence of the Zhao family, one of the great gentry in Shanghai, "Xiyintang" located on Nanyang Road in Shanghai was also the location of major historical events in modern Chinese history. Zhao Zunyue's wife, Wang Ji Shu, was good at poetry and calligraphy. She was from a prominent family in Fuzhou. She was the daughter of Wang Rendong, a member of the Bingzi Judicial Committee in the Guangxu period (the niece of Wang Renkan, the number one scholar in Fujian in the Qing Dynasty, and the aunt of Wang Shixiang, a master of cultural relics).
His half-sister Zhao Ruhe, also known as Zhidao. In her early years, she studied at the Chinese and Western Girls' School in Shanghai. During the Revolution of 1911, she went to Wuhan to join the rescue team and support the people's army. She later studied in the United States and married Yang Xingfo. After Zhao Zunyue graduated from Nanyang Public School in Shanghai, Mrs. Zhou did not want him to study in the United States with his sister, so he wrote lyrics from Kuang Zhouyi (Huifeng), one of the four great poets in the late Qing Dynasty and the early Republic of China, and became a famous lyricist.