There's opera, ad campaigns for Prada and Christian Louboutin, video, art installations. Then, the 53-year-old Spaniard has this other, minor goal: make the world a better place through the performing arts.
"I am very, very inquisitive. I love to mix things. Everything inspires me. The more I see, the more I learn, the more inspiration I have," Li, who has lived in Paris since 1993, told AFP over the weekend.
"I would like to influence the world more. I want it to change, to improve," Li said minutes before taking to the stage of the New York City Center for the US opening of her dance performance, called "Goddesses and Demonesses." It is an impassioned tribute to the power of women.
"Sometimes being an actress is a bit odd. You ask yourself a lot of questions about what you can do to improve the world you have around you and the people to whom you contribute something with your art," said Li, a diminutive, green-eyed native of Granada in Spain's Andalusia region.
As she spoke, an assistant attached a long braid to her dark hair and fixed it in a bun. During the show, it will come loose and spill down her back, but also fling upwards, sideways and in every which direction, as if the hair, too, were dancing.
"Parity does not exist"
In "Goddesses and Demonesses", which debuted in Paris a little over a year ago, Li and Maria Alexandrova, the 38-year-old principal dancer at Russia's Bolshoi Ballet, bring to life the feminine archetypes of Greek mythology, from mothers to femmes fatales, at a time when Li says women's rights are eroding.
"We women made great strides, and then it is as if everything came to a halt," said Li, who is married to French film producer Etienne Li. They have two children.
"I wanted to talk about how beautiful it is to be a woman" these days, said Li.
She started by studying flamenco, joined the Spanish national rhythmic gymnastics team, and at age 17 came to New York to study modern dance under Martha Graham.
Then she discovered hip hop, electronic music, and found inspiration in classical ballet. And ever since, she has been mixing them all.
"We live in societies in which women are still not respected the way they should be. Women are still very limited professionally and artistically," Li complained.
"In France or Spain, parity does not exist. In most things men dominate, and it is not that women are dumber."
Li said she finds it stunning that most major choreographers are men.
She said that, for instance, over the course of her 20-year career Alexandrova had never worked with a female choreographer, until now in this show, with Li.
"In France, almost all dance studios are run by men. It is incredible, a country where it was almost always women who led the world of dance. And it is sort of like they have gotten rid of all of them."
Outfits that dance
Li's daily concerns show up in her work, in her creations.
In her upcoming show "Solstice" at the Chaillot National Theater in Paris, rehearsal for which begins in three weeks, Li will depict "the relationship between humanity and nature, how it has evolved over time, how our lives and the lives of those who come after us are going to change."
And in another of her shows that is still touring, "Robot", dancers and small articulated machines share the stage in an ironic statement on where technology will lead us.
Ever since Spanish designer Sybilla created the costume for one of her first ballets and then worked with Christian Lacroix at the Paris Opera, Li has made the fashion world dance.
For example, in "Goddesses and Demonesses," Li and Alexandrova wear stunning clothes designed by Azzedine Alaia, Stella McCartney, Jean Paul Gaultier and Sophie Theallet.
The garments open and close, cover and reveal, puff up and tighten. They even take flight on stage.
"Fashion inspires me a lot because it involves creating movement in clothes, and for dancing that is very, very important," said Li.
But what would Li do if she could not dance? Li finds that unthinkable.
"I have always danced," she says, laughing.
By Laura Bonilla Cal / AFP