Li, with 54 appearances in Super Rugby, made his debut at this level for the Blues but transferred south early in his career and has become an institution for the team.
The Highlanders haven't won since round two, and they have already lost to the Blues in Auckland 26-33 this year.
The weekend's challenge would be all the more intense as a result of the Blues' four-game winning streak being ended by the Chiefs last weekend.
But Li believed the Highlanders were up for the game and still believed they had everything to play for.
"It is a little bit frustrating because we are not too far away. I think there is a little bit we can tidy up in our game. Just staying connected and believing in each other because I believe that we can turn the season around.
"We all believe that. We've just got to go out there on Saturday night and play our footy that we like to play with speed and razzle. We just need to believe in each other, trust each other which we doing, and training well, prepare well and put up a good performance," he said.
"Nothing has changed in our environment. We believe the coaches are giving us the tools to go out there and play the brand of footy we want to play. We've just got to keep trusting that and fighting through those tough times," he said.
?? Can anyone hit a bulls-eye? What about a 180? Who can't hit the board at all? Find out as our #SuperRugby stars lay down the challenge on the dart board! pic.twitter.com/7A1rEaXzrj— Super Rugby (@SuperRugbyNZ) April 17, 2019