"I had a chance but I didn't take it," said the 29-year-old after losing 7-6 (9-7), 6-3 to Daniela Hantuchova.
"We played a good match today - I think I'm ready for Wimbledon."
Li is hoping to at least replicate her performance last year in reaching the quarter-finals at Wimbledon, a stage she also reached in 2006.
She is ready to start polishing up her grass court game even further for the major starting on Monday.
"The grass was a little bit different than the clay court. But I'm still happy I played two matches here," Li said.
"I'm getting used to playing on the grass court. And there are still a few days until Wimbledon, so of course now (is the time for hard work) and prepare to get ready for Wimbledon."
For now, Li has put aside most memories of her glorious win in the French Open and is focusing on the next challenge.
"Now it's the grass-court season, so I'm just getting ready for Wimbledon," Li said.
"It doesn't matter whether I lose in the first round or I reach the quarter-final, or the semi-final. I mean, you just play your tennis."
- AFPTags: sport, tennis, united-kingdom, england