"I have no idea how to start off this video properly, so I'm just going to get started," Zhou said in an emotional video posted to his Instagram. "I have tested positive for COVID-19 and unfortunately, I will have to withdraw the individual event starting tomorrow."
In an earlier media release, the federation said Zhou was being monitored by United States Olympic and Paralympic Committee (USOPC) medical staff.
The news comes a day after the American took part in the men's single's free skating portion of the figure skating Team Event on Sunday at the Capital Indoor Stadium. The U.S. team took silver.
"This absolutely does not define me as an athlete, as a person. I am more than just another positive Covid test, I am more than just another face in the crowd," Zhou said. "While it was always my dream to medal on an Olympic stage, which I did accomplish before this happened, the overarching dream was just to skate. If I didn't love this, I wouldn't still be doing it and I know I love this. That passion goes a long way.
"To the future Vincent watching this, your younger self would be so proud of the athlete and the person you've become now. Little 8-year-old you would be asking 21-year-old you for photos and autographs and everything," he continued. "You know why? Becuase you lived out your dreams. You became the person you always aspired to be.
"When you were young sitting on the couch, watching those great skaters on TV, studying their jumps every night at the dinner table and waking up at 4 am or earlier to go into the rink and skate and do double jumps, you had no idea what you were getting into," said Zhou, fighting back tears, "but you had a dream and you followed it. You made sacrifices for it and you dedicated your life to it. And today, you are that person, Vincent. You made it happen to. So be proud of that. Take pride in yourself. Recognise yourself."