The 31-year-old fourth-seed has now improved to No. 3 in the world rankings after winning the Australian Open for the first time in what was the third time she had made the final in Melbourne.
After saving match points in the third round against left-handed Czech Lucie Safarova, Li did not lose another set for the tournament on her way to beating the Slovak Republic's Dominika Cibulkova 7-6 (3), 6-0 in the Australian Open final on Saturday night on Rod Laver Arena.
Li is now a two-time Grand Slam champion having previously won the 2011 French Open title when she beat Italian Francesca Schiavone in the final.
After that success at Roland Garros, she had quite the difficult time stringing wins together again, but before worrying about that Li is looking back fondly on her triumph in Melbourne and she has no doubt that being in her fourth final against an opponent in her first was a big factor.
Having celebrated once before as well, Li found herself thinking of what to do when she won late in the second set but quickly shook that off.
"I think if I thinking maybe it's the same situation coming again, I didn't think about that. This is my fourth time to play final. I got more experience. I have to think about what I should do on the court. I don't have to think about what I do in the past," Li said.
"When she serves, it was like 15-40. I was thinking, OK, after win match, what should I do? It's amazing, I already thinking about that. But after I lose the point, I like, don't think and just focus on this point. After I win the match, I really, really exciting.
"I think I have drops still coming down, you know. I try to have hug with the team, but is too high. I cannot catch them."
Li used her experience of having played in three Grand Slam finals before all fortnight at this year's Australian Open and she has no doubt that helped her succeed in the end against an opponent experiencing the occasion of a major final for the first time.
"I would like to say I prepare this one really. How you say, I prepare this one for already two weeks. You know, every round, every day I was think about what I should do," she said.
"I prepare if I play semis what I should do, if I play final what I should do, because I already have twice in the final up here.
"Also in the French I was feeling I just go for it. I didn't think about win or lose. But this one, I really wish I can doing well. And also maybe you guys didn't know how hard I was working for the mentally to make this one."
The experience of having seven-time Grand Slam winner Justine Henin's former coach on board in Carlos Rodriguez initially had Li thinking of retirement, but the result is now that she has won a second major title.
She is now looking to her coach for some guidance on how to avoid having the poor run for the rest of 2014 that she had after winning at Roland Garros in 2011.
After the French Open, Li won only seven matches for the rest of the year while losing in the second round of Wimbledon and first round of the US Open. She hopes to have now learned from that this time around.
"Because, you know, first time to win the French Open I really didn't prepare for that. I didn't know what I should do after the win. Also nobody tell me what I should do," she said.
"I think now is different because I prepare to win the Grand Slam. Also Carlos, he has a lot of experience because before he was coaching for Justine Henin. How do you say, we will talk about what we should do, of course.
"Because this time I was think about if I win or if I lose, what kind of life I have. So for sure it's different than last time."
As well as taking Rodriquez on as coach, IMG's Max Eisenbud has also taken over as Li's manager and she was happy to have the success in Melbourne for him as well to make his job a little easier to make her more money, and lose himself some weight in the process.
"At least I have over 10 sponsors, especially after French Open. I think it's little bit tough for him as well. China and American have jetlag," Li said.
"China company didn't care about that. They just call him middle of the night, so it's very tough. But it's very good for him. Try to lose the weight. Sorry about that."