Zhang was born and raised in Beijing, China. Her parents are Zhang Yuanxiao, an accountant and later economist, and Li Zhousheng, a kindergarten teacher. She is very close to her older brother, Zhang Zinan Zhang began studying dance when she was 8 years old; subsequently, she joined the Beijing Dance Academy by her parents' suggestion at the age of 11. While at this boarding school, she noticed how mean the other girls were to each other while competing for status amongst the teachers. Zhang disliked the attitudes of her peers and teachers so much that, on one occasion, she ran away from the school. At the age of 15, Zhang won the national youth dance championship and began appearing in television commercials in Hong Kong.
In 1996, Zhang entered China's prestigious Central Academy of Drama at the age of 17.