With two matches under her belt already, Keys looked like the sharper of the two in the first set - after falling behind an early break she stormed back with four straight games to lead 5-3, even holding three set points in that game. But the No.2-seeded Li kicked into gear just in time, fighting all three of those break points off, sneaking out the set in a tie-break and eventually going on to a 76(3) 63 victory.
"Madison was playing very well today - big serve, big forehand," Li said after the match. "I think if she won the first set, she would have been more confident going into the second set, and we would have had a different result in the end. I'm just happy I played well on those big points in the first set."
"All credit to her, especially on my set points," Keys said. "She completely went for the ball and hit winners. I'm learning from her - going for your shots, believing in yourself and just really going for it."
Li's victory really was a study in playing the big points better. While the World No.2 had a more negative winners-to-unforced errors differential than Keys during the match (-23 to -19) she was just a little bit better on the big points, most notably on the break points - 5/10 for Li, 4/12 for Keys.
"She's No.2 in the world for a reason. She just won the Australian Open for a reason. She's a great player," Keys said. "I played well at times, but she just played the bigger points really well."
Keys was asked what she needs to do to start playing the big points better against the top players.
"I think it's probably just experience, being out there and doing it over and over again," she said. "But also in practice you can also do your best to stay focused at every ball that's coming at you. I think that kind of gets you in a habit of when you're in a match, not letting the moment get to you."
Reverse the perspective, and Li sees a very bright future for the 19-year-old Keys.
"She's much, much better than I was at her age," Li said. "Americans have a long history in tennis. They have high goals - Serena, Venus, Lindsay Davenport - they have so many tennis stars in America, and they're looking forward for another No.1 in the world. For China it has still been a short time. I was just learning tennis in my mind - to me Top 10 was huge. We had much different goals.
"But as for Madison, I think she will definitely be a very good player in the future."