The 2014 Australian Open winner announced her retirement last September and, on Monday, revealed she is expecting her first child with her husband Dennis.
Two days earlier, Li sat down with CNN Open Court's Pat Cash to answer questions from our followers on Facebook and Twitter.
Here's what she had to say...
Sivan in Malaysia asked:
"Bayern Munich because I stayed in Munich for a long time. The funny thing is (during) the World Cup, before it started they gave me a guess which team will win and I said Germany. They said 'no no no no.' I said 'Yes, I'm sure.' Now I say I'm sure because I like the Germany team."
One of our followers in India wanted to know about Li's favorite places:
"For traveling I like to go to Germany. For tennis I always liked Australia."
This question on tennis friendships came from India:
"Petra Kvitova. I like her a lot. Sometimes it's strange on the women's tour. Some players never talk. My team and her team were pretty special. We just finished a match, walking out of the court. Both teams talk like friends. I like that friendship.
"It's not easy to find a good friend on the tour."
Karen in Switzerland wondered whether Li missed playing tennis:
"I miss my fans as well. But the tennis... of course I miss it but I cannot play. Maybe (I will) wait another year to see how's the knee and then go back to the court. But not to play professionally."
Twitter follower Midas was curious about how tennis had changed Li's life:
"Tennis is my life. I grew up with tennis and now everything I know is from tennis. Also I meet friends from the tour. I learned a lot, if you have a low ranking how people treat you and if you have a high ranking how people treat you. It's the same all over the world, not only in tennis."
Andre the giant
Eddy wanted to know who Li looked up to in her younger days:
Who is your role model? Eddy Okporudhu, Facebook
"Andre Agassi. When I was young in China they didn't show much tennis. One day I turned on the television and I saw that tennis players can be like that. He had long hair, earring with jeans. That was pretty special for me, so I was like "tennis players are so cool."