Ranked Number 123 in the world, Krueger entered the week without a main-draw win on hard court this year and had never advanced past a quarterfinal of a WTA event.
China's Zhu, ranked Number 35, became just the second top-50 player to lose to the Dallas resident in her young career. This was the pair's first meeting and Krueger's 11th main-draw appearance.
Krueger had the edge in aces, 7-3, and never had to save a break point in the 96-minute match. She broke Zhu on her first service game of the match, and Zhu was 1-for-2 in saving break points.
"I think I was very aggressive today, playing a lot of really aggressive tennis and using my serve," said Krueger, who recorded 28 winners to 13 for her opponent. "I think I just stayed mentally tough the whole time. Lots of aggressive shots and trusting in myself."
Guadalajara Open
All four seeded players who were in action posted first-round victories in Mexico.
Twelfth-seeded Anhelina Kalinina of Ukraine faced the least resistance among that group of winners, losing only two games in beating Grace Min of the United States 6-2, 6-0 in 61 minutes.
In a matchup of Belgians, 13th-seeded Elise Mertens survived a first-set tiebreaker to defeat Yanina Wickmayer 7-6 (4), 6-2. Mertens had eight aces and won 25 of 35 first-service points.
No. 15 Jasmine Paolini of Italy had a harder time in the second set than the first, defeating Louisa Chirico of the U.S. 6-0, 7-6 (3).
The Czech Republic's Karolina Pliskova, who is seeded 16th, knocked off Ena Shibahara of Japan 7-5, 6-2.
Elsewhere, Sloane Stephens of the US edged countrywoman Ann Li 7-5, 6-4, and Canada's Leylah Fernandez breezed past American Asia Muhammad 6-1, 6-3.
Other winners were Taylor Townsend, Hailey Baptiste and Alycia Parks of the US; Eugenie Bouchard of Canada; Dayana Yastremska of Ukraine; Martina Trevisan of Italy; Cristina Bucsa of Spain; and Aliaksandra Sasnovich of Belarus.
None of the day's 14 matches went to a third set.