Several members of Zhang's family attended the arraignment, including her father and an aunt. Her boyfriend was also in the room at the federal court in Urbana.
Judge Eric Long asked Christensen questions about his mental health, whether he was under a doctor's care or had ever been in a hospital. Christensen said no. Christensen said he is taking antidepressants.
"We look forward to defending vigorously the rights of our client in this case," defense attorney Anthony Bruno told reporters. "I think it's important that we all wait to the evidence is in to draw conclusions about what has happened in this case."
Zhang disappeared June 9 while on her way to sign an apartment lease. Law enforcement officials believe she is dead, according to a criminal complaint filed before Christensen, 28, was arrested on June 30.
He is due in court again on August 28 for a pretrial hearing. A trial has tentatively been scheduled for September 12.
The maximum penalty for someone convicted of kidnapping in federal court is life in prison and a fine of up to $250,000.
Suspect changes story, FBI says
Zhang, 26, was last seen getting into Christensen's car at a bus stop on June 9, the complaint says
, citing video evidence.
Authorities have said Christensen changed his story about what he was doing that day. At first he told them he couldn't remember where he was at the time Zhang disappeared, the complaint says.
Days later, Christensen admitted to investigators he had picked up an Asian woman standing at a corner, the complaint says.
Christensen also told authorities he may have made a wrong turn, and the woman panicked. At this moment, he said, he let his passenger out of the car a few blocks away from where she got into the car, the criminal complaint says.
CNN photo shows suspect at vigil
Investigators searched Christensen's phone and discovered an April 19 visit to the website FetLife -- where the user visited a forum called "Abduction 101,"
with threads called "Perfect abduction fantasy" and "planning a kidnapping," authorities have said.
Efforts by CNN to reach administrators at the website were not successful.
Investigators sought search warrants and started their surveillance of Christensen on June 16. In their recordings, the suspect can allegedly be heard explaining how he kidnapped Zhang. Christensen says in the recording that Zhang fought him, and that he took her back to his apartment and held her there against her will, Bryan Freres, an assistant US attorney, told a federal judge at Christensen's bail hearing.
On June 29, Christensen went to a vigil for the missing student, a photo taken by a CNN reporter shows.
FBI agents recorded his comments there, and Christensen "explained the characteristics of his ideal victim," Freres said.
The Federal Bureau of Investigation, University of Illinois Police Department and Illinois State Police are searching for Zhang.