There was very little to separate the two player during the opening set and as a result a tie-breaker was required to determine a winner.
Wimbledon champion Williams took control of the break early on with a string of forehand winners. She eventually ran out a 7-2 victor against her Chinese opponent.
The second set proved to more routine for Williams, who broke Li on two occasions.
Despite being broken back to reduce the arrears to 5-2, Williams served for the match to win through 6-3.