Li lost in the qualifying rounds for the first three ranking events of the 2015–16 season. A pair of 6–5 victories over Lee Walker and Ricky Walden saw him advance to the third round of the UK Championship, where he lost 6–3 to Jamie Burnett. Li was knocked out in the second round of the Welsh Open by Joe Perry and the only other ranking event he qualified for was the China Open, but he was beaten 5–3 by Walker in the first round.