Zhou Yajun was surplus to requirements and was allowed to leave Shanghai Shenhua at the end of the 2007 league season and by the beginning of the 2008 Chinese Super League season he joined Henan Construction. He would make his debut on their first game of the season on April 5, 2008 against Liaoning Whowin F.C. in a 3-3 draw. After that game he would become their first choice goalkeeper throughout the season. While he aided Henan to a respectable 10th within the league he was dropped in favour of new goalkeeper Zeng Cheng by new Manager Tang Yaodong at the beginning of the 2009 Chinese Super League.
