Li's distinctive stage image was formed while he pursued his study in the United States. In 1996, Li was admitted to the Juilliard School with a full scholarship, where he studied under the instruction of Dorothy DeLay, one of the world's most famous violin teachers, and the renowned violinist Itzhak Perlman.

However, Li found adapting into the new environment difficult. He skipped classes and would walk along the street, listen to jazz at bars and play the violin with street artists.

"If I went to study in Europe, I might be a traditional violinist because I would have been trained in the most traditional approach. But in the US, individuality was important. I was taught to display myself totally, both rationally and irrationally," says Li.

Li is best known by Chinese audiences for his violin performance in the 2002 film Together by renowned Chinese director Chen Kaige. The story explores the love between a father and a son who plays the violin. Li performed and recorded all the soundtrack's solo violin music.

Although Li's forte is classical music, he also enjoys pop and jazz. He has a picture of himself and Hong Kong star Andy Lau in his violin case. He also has the Apple label stuck to his violin to remember his idol Steve Jobs. He plays music to his beloved white bear, a plush toy that was given by his teacher in the US.

The boyish violinist has his own logic, just like switching his language from Mandarin to Cantonese and English.

"I am really not good at communicating, let alone seeking money or fame. I just maintain what I have and what I am blessed with," he says.