It was with Beijing Guoan that Gao first gained the public notice of Chinese football community when he scored the equaliser against Liaoning in the final game of the season to deny them the 1999 Jia-A League title.
There were speculations that Gao was going to a team in the Segunda División in Spain, but in December 2006 he was loaned to A-League club New Zealand Knights for a short period.
Following the dissolution of the Knights franchise, Gao moved to Finland and signed with team MyPa, and in doing so became the first Chinese footballer to play in the Veikkausliiga.
On March 18, 2008, Gao signed a one-year contract with New Zealand club Wellington Phoenix, rejoining his former manager from the Knights, Ricki Herbert.
[6] On March 22, 2010 Gao landed in his fourth country when signed with NSC Minnesota Stars of the American USSF Division 2 Professional League.
[15] He was controversially given the number 19 shirt that had been retired since the death of José Antonio Reyes the previous June; this error was rectified by the club.