The Charlton star is one of an almost full-strength team that China have taken to Australia for the now-meaningless final Group One match.
"Everybody is very sad and, you know, the World Cup is only every four years so as a player it is a very big regret that we missed a chance to qualify," Zhi told reporters in Sydney.
"For us it was a very good chance to go to the World Cup but we missed qualifying and we are very sad and we feel very depressed."
When asked the reason why China had sent such a strong team, Zhi said: "Because it is a World Cup qualification match and normally it's the most important for a national team."
"It's still the highest class of matches, so what we want to do is have a good ending, play a good match and play for the country and our people."