At the age of 5 Li had begun his football career and in 1992 joined Liaoning Province Youth System. The following year he was sent on a five year training programme to Brazil and due to that became the captain of China Jianlibao Youth Football Team. He moved to the Premiership in 2002 playing for Everton and despite his doubts about it his first season was a big success, playing 31 league games. The 2003/04 season was interupted for Li due to a series of injuries. The last was a broken leg in February 2004 which put him out of action for a further 12 months. On his return he lasted just 41 minutes before his leg had to be re-set.