"I prefer hard courts." But the chances are that the new Australian Open champion has a bit of a soft spot for the All England Club, if not necessarily the surface.
After all, it was there two years ago that she made the decision to find a new coach, Carlos Rodriguez, and spare her husband, Jiang Shan, the stresses of having their private life played out in public.
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It was also at Wimbledon last summer that, having considered retirement a few weeks before, things began to turn around. Now 31, she is the oldest woman ever to win in Melbourne, having beaten Dominika Cibulkova of Slovakia 7-6, 6-0 on Saturday.
The Chinese would make an inconsistent start under the tutelage of Rodriguez but is improving again. Unlike her 2011 French Open victory, which was considered to be a surprise result, her win on Saturday was the culmination of months of work improving and changing her game to become more attacking.
"It wasn't a very tough decision to change coach because both of us realised there was a problem," said Li, referring to her husband. "Of course, he wanted me to improve, to be better.
"After Wimbledon in 2012 I said to my agent, Max [Eisenbud]: 'Please find a coach for me. I need to change something because otherwise I think I will drop'. That's why he found Carlos. Carlos had a tennis academy in Beijing. It's better for me to train in Beijing; I can spend more time with my family and friends. I think it was pretty good because both of us are feeling much easier in life."
Li's quips about her husband may have made for good television, especially in Australia, where she reached the final in 2011 and 2013, before her triumph at the weekend. The appointment of Rodriguez has been a masterstroke, though, with the Argentine setting about changing Li's serve immediately and identifying that her age required her to come to the net more in matches.
In addition to turning her into a more than competent volleyer, Li's serve has a bit more pop. Crucially, Rodriguez has worked on the psychological aspects of performing too.
"When I said last year that I wanted to be top three, nobody believed me," said Li. "At the beginning of this year I said, I want to win another grand slam title. Nobody believed me. The most important thing is I believe, he believes and my team believe."
Li was always a good athlete but under Rodriguez she seems to have stepped up a level or two. "Carlos always said to me: 'You're much stronger'," Li said. "I said to him: 'Don't lie to me'. Winter training was very tough, but I didn't feel it was as tough compared with last year.
"I always say that I don't care about age. If one person asks you about age you don't care. But if 10 or more people ask you about when you might retire, you do start to think about it. So I thought: 'How is it possible that a 31-year-old woman is much fitter than when she was 20?' But I think it's true."
When she won the French Open in 2011, the adulation and, more specifically, the claims on her time got to Li so much that she lost form and struggled for any kind of consistency. Her loss in the fourth round of the same competition the following year was almost a relief as she was able to slink away into the background.
This time, however, the woman born in the central Chinese city of Wuhan feels able to cope better with the demands and expectations on her as a grand slam champion. "Carlos has a lot of experience because before he was coaching Justine Henin [the former world No.1 and Olympic champion], so we will talk about what we should do, of course," she said.
Having won the Australian and French Opens, Li may set her sights on completing the career grand slam by adding the Wimbledon and US Open trophies to her cv. For now, she is focusing on the next few months, especially the clay courts of Europe as she builds towards Paris.
"Last year I thought I could do pretty well in the clay-court season but I didn't," she said. "This year, I have won the Australian Open and I think I have a very big chance on clay."