Li Yi started his football career playing for the Tianjin Locomotive youth before he was promoted to their senior team in the 1997 league season. His performances for his club would see him attract the attentions of the Chinese U20 and Chinese U23 teams. This led to top tier club Beijing Guoan interested in his services, however they quickly found that Li Yi had already signed a pre-contract with fellow top tier side Shenzhen Pingan. Shenzhen would eventually allow a loan move to happen and Li Yi would move to Beijing throughout the 1999 league season.