The now 37-year-old Li has devoted most of her time to her family and her business career since chronic knee injuries forced Asia's first grand slam singles tennis champion into retirement five years ago.
Li and her former coach and husband Jiang Shan, whom she often refers to as 'Dennis,' are the parents of a three-year-old daughter, Alisa, and a two-year-old son, Sapajou.
"Last year, I played legends doubles at Wimbledon, and it was the first time they know, 'Oh, my mum is a tennis player'," Li told CNN Sport in an exclusive interview in Beijing.
"Before, they didn't know that," said Li. "Before, she went to kindergarten, and the teacher asked 'what does your mum do?' And she said 'My mum, no job.' So she came back home, and said 'Mum, why don't you have a job?' And I said 'My job is to take care of you.'"
With her busy family life and $20 million-a-year business empire, which includes her own clothing line with long-time endorser Nike, plans to start her own tennis academy, television appearances and a new movie based on her life, there isn't much time left for tennis.
"Now, I am focused on my family, I would like to say, 70% family, 30% in business," said Li, who won't be coming to Wimbledon this year because it clashes with her youngest child starting kindergarten.
Li had spent the morning at the Beijing National Tennis Centre working with some of China's top junior players as they prepared for the Road to Wimbledon
China, the All England Lawn Tennis Club's junior tournament for players 14 & under aimed at promoting grass-court tennis in the world's second-biggest economy.
Li's historic win at the 2011 French Open, followed by a second major title at the 2014 Australian Open, not only turned her into an international superstar, it also triggered a tennis revolution in China, which has poured hundreds of millions of dollars into promoting the sport both on a grass-roots and high-performance level.
After one drill, Li spoke to the budding tennis stars about her own career, and the first time she set foot on grass, an uncommon surface in China.
Gao Zihao, a 13-year-old junior from nearby Tianjing, said it was "amazing" to meet his famous countrywoman, adding the former world No. 2 looked "so professional."
Although Li was told by her coach at the age of eight to switch from badminton to tennis, she won't be pushing her two young children into playing the sport that turned her into an icon in China.
"I don't put a lot of pressure for them," said Li, who became the first Asian player to be inducted into the International Tennis Hall of Fame this year. "But of course, I would like for them to do sports, it doesn't matter which sport. So my plan is, when they are four years old, start them with a little bit of sport."
Still, Li has no regrets she picked up a tennis racket.
"Tennis has changed my life," she said.