Yan Zihao was selected to go to football training camps held in Portugal to help in his youth development, in a scheme that was sponsored by the Chinese Football Association.[1] His time in Portugal would see him join the senior team teams of lower league sides Cova da Piedade and Torreense.[2] On 1 February 2016, Yan would return to China with second-tier football club Tianjin Quanjian for the start of the 2016 China League One season.[3] He would make his debut on 8 May 2016 in a league game against Qingdao Jonoon in a 3–2 victory where he came on as a substitute for Wang Jie.[4] After the game he would start to become a regular within the team and help them win the division title and promotion to the top tier.[5] The following season saw the club bring in experienced left-back Mi Haolun, which saw Yan lose his place within the team and he was loaned out to third-tier club Jiangsu Yancheng in the 2018 league season.[6]
On 15 July 2020 Tianjin was dissolved due the owners financial irregularities.[7] Yan would be free to join top-tier club Qingdao Huanghai on a free transfer on 8 April 2021.[8] He would make his debut in a league game on 25 July 2021 against Wuhan Zall in a 2–0 defeat.[9] After establishing himself as squad player he would leave the club to join another top-tier club in Cangzhou Mighty Lions on 8 April 2021.[10] Yan would make his debut for the club in a league game on 27 April 2021 against Henan Songshan Longmen F.C. in a 0–0 draw.[11]
