Shen and Zhao will not perform, but will act as artistic directors for this year's show, which is themed "Dramatic". Zhao will also be one of the hosts of the show.
Artistry On Ice, in its fourth year, began with the couple's romantic wedding in 2010.
"We ask ourselves to be more creative every year, so it's great challenge for us," said the 39-year-old Zhao.
"If I have no injuries, I want to continue skating, but, for now, I have to change my role to artistic director. I hope my new job will please the audiences.
"This year, we will provide a range of special views created through three-dimensional technology. The whole rink will look like a place to realize dreams."
Besides becoming a father and an artist director, Zhao will take on another role soon — a coach of the Chinese figure skating team.
Although that position still has to be approved by the Chinese Winter Sports Administrative Center, Zhao has already started laying out his plans.
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