Shen and Zhao improved each year, and were considered to be one of the top teams in the world. They won another silver medal at the Worlds in 2000, and a bronze in 2001. They were considered strong medal contenders in the 2002 Winter Olympics. They won the bronze with a strong performance, missing a throw quadruple salchow attempt. They became the first Chinese pair to win a medal at an Olympics for figure skating.
