ZHX2 plays a crucial role in host immunity and modulates hepatitis B virus (HBV) replication. However, its correlation with immunomodulator-related treatment, i.g., pegylated interferon α(PegIFNα), for HBV remains uncertain. To explore the link between single nucleotide polymorphisms (SNPs) in ZHX2 and response to PegIFNα therapy for chronic hepatitis B (CHB) patients, we conducted a retrospective study in 945 hepatitis B e antigen (HBeAg)-positive CHB patients with at least 48 weeks of PegIFNα treatment and 24 weeks of follow-up from two phase-IV, multicenter trials (Cohort 1, n = 238; Cohort 2, n = 707). Thirty-eight tag SNPs were selected across the whole ZHX2 gene region. A polygenic score (PGS) was constructed by integrating multiple SNPs. The associations of ZHX2 SNPs and PGS with treatment response were assessed in both cohorts and their combination. Among the 38 tag SNPs, ZHX2_rs17289471 (T>C) was significantly associated with combined response (CR, i.e., HBeAg seroconversion and HBV DNA level <3.3log10IU/mL) at week 72 in both cohorts. The CR rate at week 72 increased steadily from rs17289471 TT to CT and CC genotype carriers in both Cohort 1 (P = 0.002) and Cohort 2 (P = 0.025) as well as Cohort 1 + 2 (P = 3.50 × 10−4). Moreover, a PGS integrating ZHX2_rs17289471 and five other previously identified SNPs was further significantly associated with CR rate at week 72 in Cohort 1 (P = 2.38 × 10−6), Cohort 2 (P = 1.04 × 10−7) and Cohort 1 + 2 (P = 9.37 × 10−13). Overall, ZHX2_rs17289471 and PGS have the potential to predict response to PegIFNα treatment of HBeAg-positive CHB patients.