Fresh off an impressive run at the US Open, where she reached the last eight as a qualifier, Zheng will lead the Chinese team in Thursday's quarter-final against the Italians.
It is a rematch of last year's clash at the same stage and China will be hoping Zheng, a former world number four and reigning Olympic gold medallist, can guide them to success over a Jasmine Paolini-led Italy.
"Italy have got a strong team, as I think we are. I hope this year we can have a great performance," said Zheng, who owns a 3-1 singles win-loss record in the competition.
"But no pressure. We are here just to enjoy and play tennis, then show the fans how our Chinese team is."
Zheng, 23, is joined by three players who were part of the Chinese squad that lost to Italy 12 months ago.
They include Wang Xiyu, Zhang Shuai and Jiang Xinyu, along with Guo Hanyu, who like Zheng is back on the team for the first time since 2024.
Zheng Jie, a former Wimbledon semi-finalist, Olympic bronze medallist and two-time doubles Grand Slam champion will be making her debut as the China captain.
The hosts are looking to reach the semi-finals for just the second time in competition history, and first since 2008.
The Billie Jean King Cup Finals, a women's team competition, kicks off on Tuesday with a quarter-final between Britain and 11-time champions the Czech Republic.
The Czechs arrived in Shenzhen with the strongest squad among all eight quarter-finalists, spearheaded by this year's two Wimbledon finalists, world number six Linda Noskova and the woman she beat in the final, world number eight Karolina Muchova.
Katerina Siniakova, the current doubles world number one, is also on the team.
Despite their firepower the Czechs insist they're not preoccupied by the favourites tag attached to their name.
"We're not playing singles here. It's all about the team competition. It doesn't really matter whose singles ranking is what," said Noskova.
"Obviously I worked my whole year to get where I am. But this is a team competition, so every point in every match counts."
US Open champion Elena Rybakina was meant to be part of the Kazakhstan team taking on Spain in the quarter-finals on Wednesday.
She announced her withdrawal so she can recover after New York.