Lü Zheng started his football career with Shandong Luneng when he made his debut against Shenyang Ginde on 26 June 2004 in a 1–1 draw.[1] This led to him making several further appearances during the season, which subsequently saw him play understudy to Li Jinyu and Han Peng as the team's main strikers. Often coming on as substitute, he would see the team win several league titles and cup trophies with the 2007 season being his most productive season playing as a forward.[2] The following season saw Lü shift positions to right winger and he gradually saw himself gain more playing time as a result as well as a playing a considerably larger part in the team's next few seasons.[3]