Losing his father while he was young, Zhu Jun's mother sold silk to support her family. Zhu Jun was devoted to her and helped her business, earning him a reputation as a loyal son. He was eventually promoted to become the gate keeper of the same commandery. Due to his modest nature and attachment for heroic traits, he was well liked by the public. Around this time, other law officials from the surrounding area were given an imperial decree to give the resources within their warehouses (collectively one million in worth) to the crown. When the officials came for the said amount, the law officials of his commandery were too poor to pay the amount. To compensate, Zhu Jun presented the collectors his mother's silk. His mother was upset that they could no longer support their family business and scolded her son. Zhu Jun justified his actions by stating that small losses were expected if one wanted a larger fortune in the future.
Following Dong Zhuo's death, Li Jue and Guo Si were causing a ruckus in Changan. At this time, Zhu Jun was still at Zhongmu and was a family vassal for Tao Qian. Due to his distinguished reputation from the wars he participated in, he was seen as an imperative subordinate and an example to the other generals. Tao Qian recommended him to be the senior grand tutor as his other trusted generals were granted fine titles. Zhu Jun was one of the vassals invited to serve under Emperor Xian. Li Jue heard of this and plotted to ruin Zhu Jun when the veteran personally came to the court. Upon entering, the elder denounced Li Jue to Tao Qian by emphasizing Li Jue's plainness and scheming nature, stating that these two traits would dangerously catch them off guard if Li Jue were to riot. Listening to Zhu Jun, Li Jue was summoned to cease his duties and Zhu Jun once again became the minister coachman.
In 193, he was also given the titles Grand Commandant and Lushang Shushi after succeeding Zhou Zhong. During a solar eclipse in 194, he was temporarily relived of his duties. He was also named acting general of chariots and cavalry to quiet the unrest in Guandong. Before he left, Li Jue killed Fan Chou and triggered doubt among his followers in Changan, including Guo Si (who thought to kill himself to escape humiliation). Regarding the situation carefully, Zhu Jun decided to stay at his current position and became the Minister of Finance instead. The emperor decreed to lower Zhu Jun's status. Simultaneously, Guo Si was persuaded by Yang Biao and others to reconcile with Li Jue. As an act of good faith, Guo Si wanted to hold Zhu Jun and others as hostages in his custody. Because he was an upright individual by nature, Zhu Jun became angered to be a tool in another's guileless plot. His rage poisoned his health and he died of illness on the same day.