He took shelter to the Kingdom of Tungning in Taiwan after mainland China completely fell under the control of Manchu-led Qing dynasty.
Despite his status as a royal member, he virtually shared no political power with the Zheng dynasts whom were the actual rulers of the kingdom.
In 1642, after the rebel leader Zhang Xianzhong captured Jingzhou, he followed Zhu Changrun, Prince of Hui, to Nanjing.
But Zhu Shugui, living in Nanjing under the auspices of the Prince of Fu, continued to support the legitimacy of the Ming dynasty.
In 1664, in support of the legitimacy of the Ming dynasty, Zheng Jing invited the Prince of Ningjing to Taiwan.
He built a residential mansion for the Prince in the district of Xidingfang, adjacent to Fort Provintia in the city of Chengtian Prefecture [zh] (now Tainan), and provided him with a yearly stipend.
He summoned his concubines and said: "I live abroad with disfavor and strife, longing to spend the hereafter with my royal forefathers in the underworld.
The five concubines, who had been by his side since the death of his wife Lady Luo, wept, saying to him: "As the Prince can keep his integrity thus, so would we rather give our lives willingly.
Before his death, Zhu wrote on the wall: "When brigands took Jingzhou in 1642, I brought my household southward; in 1644, I took refuge in Fujian.
The next day, he donned the crown and dragon robes, fastened a jade belt, and received the Imperial seal.
Then on the back of an inkstone he inscribed his death poem, which read: "I take refuge abroad from calamity, all for the sake of a few strands of hair.
[7] History records Zhu Shugui as being stately in appearance, handsomely whiskered and grand of voice, an outstanding calligrapher, fond of wearing a sword, a man of great actions but few words, brave but not arrogant, and respected by generals and foot-soldiers alike.