O'Sullivan, who was seeking a record-extending ninth title in the event, was participating in his first UK tournament since his loss to Zhao Xintong in the World Championship semi-finals in May.
But 'The Rocket' saw his return soured by Zhou as an overall loose display caused his potting game to get away from him.
Defeat condemned O'Sullivan to a second first-round exit at the UK Championship after losing to Barry Hawkins last year.
It also extends his trophy drought, with his last ranking title coming at the World Grand Prix in January 2024.
"Obviously he played better," O'Sullivan, who turns 50 years old on Friday, told the BBC.
"I didn't really give him much of a fight. A lot of bad mistakes really, basic ones. He deserved his victory.
"Defeat's defeat, isn't it? You've got to just accept it as part and parcel of being a professional sportsman."
The match opened with two tight frames which fell the way of China's Zhou despite O'Sullivan holding decent leads in both.
O'Sullivan found breaks of 71 and 123 to level before the interval, which may have come as he was building momentum.
The pair kept even scoring and traded further frames for 3-3, until 27-year-old Zhou edged the seventh and cleared 125 to move two ahead.
O'Sullivan snuck the ninth frame to keep himself alive in the contest, but another opportunity for Zhou to close out would come quickly.
O'Sullivan held a lead in frame 10 but gave up his advantage, allowing Zhou to swoop in a complete a fine victory.
Awaiting Zhou in the second round will be Mark Selby, after he produced a silky performance to see off Lei Peifan 6-2.
Selby hit the front to move to 2-0 up, with his 74 scored enough to keep Lei rooted to his chair.
The 42-year-old's dominance continued with breaks of 82, 75 and a monster 133 for his fifth straight frame and a 5-0 lead.
Lei finally got on the board by taking the next two frames, but it was merely a consolation as Selby wrapped up a comfortable win.
In the evening session, 2024 world champion Kyren Wilson takes on Elliot Slessor and last year's UK Championship finalist Barry Hawkins takes on David Lilley.