"When they hold a gun to you, I don't know if they want to kill me," Zou said.
"I don't know if it's a real gun [or not]."
The pair who robbed the store took a "few hundred dollars" in cash and a "few thousand dollars" worth of tobacco products.They remain on the loose, which has added to his anxiety and that of other dairy owners.
Like many migrant shop owners, Zou lives on the premises and feels as if his home has been invaded.
"It's quite scary operating a small business, especially a tobacco business, in Dunedin at the moment.
"It's very unsafe here."
His thoughts were echoed by others in the industry, who were powerless, as without tobacco they would go out of business.
"We can't fight them when they come," Zou said.
"We can't keep any tool or knife. We can't save ourselves, so every time we lose our money."
With insurance excesses costing thousands of dollars, it was often not worth claiming the loss.
In fact, twice last year when nothing was taken he did not report the matter to police. That would have led to the business being closed while the robberies were investigated, costing income.
Zou said he was pleased the Government had offered $1.5million to help shop owners find ways to cut down robberies.
But the cost of funding measures - even those for which police could offer co-funding - would be prohibitive for some businesses.
He wanted the Government to legislate harsher penalties for those responsible.
In China the perpetrators would get 10 years' jail compared with perhaps only a few months here, Zou said.
The law was not strong enough.