Dressed in white bridal gowns, they held an informal wedding in front of two dozen friends at a restaurant in Beijing on Thursday.
They had planned to try and make it official at their local registry office but were warned against "making a scene" by police.
"I feel like this is the right time," Li told CNN before the wedding banquet. "We've been together for so long."
In their push to get same-sex unions recognized in China, Li and her partner said they were partly inspired by last week's decision by the U.S. Supreme Court decision to extend same-sex marriage rights across all 50 states.
What would Confucius say?
The ruling has provoked a national conversation in China about gay rights, not least because the court's majority decision quoted the Chinese sage Confucius -- "Marriage lies at the foundation of government."
The passage has been shared widely on Chinese social media -- mainly drawing supportive comments.
Li, a well-known women's rights campaigner, was among five feminists detained in China in early March
for 37 days in a crackdown on social activism.
During that time, she wasn't allowed to see her partner because same-sex unions aren't recognized, she said.
"I hope by doing this, we're married no matter whether it's legal or not," said Li. "We're married women now!"
Li said her parents didn't attend the wedding, which was attended by two dozen of her friends. She said they were ashamed of her.
But they will spend their honeymoon in Harbin, northern China -- Xu's hometown, as her parents are more supportive.
In the last two decades, China's LGBT community has made gains in social acceptance. Homosexuality was decriminalized in 1997, and a few years later it was removed from an official list of mental illnesses.
Unlike their counterparts in the U.S., China's LGBT community does not have to face down strident religious opposition
For them, the biggest source of pressure comes from the family, brought on in part by China's one-child policy.
"You have only one child so you want your child to be as 'normal' as everybody else," Xiaogang Wei, executive director of the Beijing Gender Health Education Institute told CNN's On China show last year.
Many Chinese gays and lesbians respond to the family pressure with "fake marriages" -- gay men and lesbian women marrying each other out of social and economic convenience, often finding each other online.
Despite advances, the social stigma remains.
According to a 2013 survey by U.S. research group Pew, only 21% of China's population was in favor of the acceptance of homosexuality.
No Asian nations are on the 21-strong list of countries that have legalized same-sex marriage, and the U.S. decision has sent ripples through the region.
After Friday's Supreme Court ruling, China's state-run Global Times newspaper said in an editorial
that: "Society needs to show increasing tolerance for gay marriage, but it's unnecessary to hype it up to induce potential homosexuals."
In Pakistan, Facebook users who superimposed a rainbow flag over their profile pictures have been criticized, according to a report in the Guardian newspaper.