"The Olympic championship is our dream," said Zhao on Tuesday, which also marked his 36th birthday. "We have claimed the world championship title three times but no Olympic gold. The reason for our return is very simple - to strive for Olympic gold."
The pair stood down from the national team after winning the 2007 World Championships and moved to south China's Shenzhen city to run a skating club. They also performed abroad.
However, they resumed serious training with the national team in May to prepare for next February's Vancouver Winter Olympic Games, their fourth Winter Olympics.
To realize the Olympic dream, the veteran duo is working hard every day, particularly to build up strength.
"As we got into more stamina training, we got muscle aches over almost all of our bodies," Zhao said. "But there is no way out except to training harder."
For the upcoming season, the duo has got new routines, one has a modern tempo with a strong beat and the other has a love theme. Their new costumes are being made in the US and Canada."We are training more than the young skaters and exceed our tasks each day," said 31-year-old Shen.
The reigning world champion pair of Aliona Savchenko/Robin Szolkowy from Germany is their greatest threat but the Chinese remain confident in their abilities.
"The German pair is very good but, for us, the biggest rival is ourselves," Zhao said. "China has world-class pairs like Pang Qing/Tong Jian and Zhang Dan/Zhang Hao and we train with them I find there is no big gap between us."
The couple married in May 2007 but still has not found time to hold a wedding ceremony. The plan to have a baby has also been put on hold due to preparations for the Olympics.
"We may plan it (wedding ceremony) after we win the Olympic gold medal," said Shen.
The pair's season starts when the ISU Grand Prix stops in Beijing and the US next month.