Madame Li was a women dancer who won the favor of the emperor in the time of Han Emperor Wudi in the Han Dynasty (206BC-220AD). She was born in a family of musicians and dancers and her brother Li Yannian was a famous musician.

Legend has it that once Li Yannian was performing on a banquet given by Emperor Wudi, and he sang this song, "There is a beauty in the north whose charm finds no match in the world. At one glance back, she draws out the entire city; at the second glance, she empties a whole country. Even though the people of the entire city and the whole country come out, they can't find another beauty like her again." Hearing this, Emperor Wudi asked, "Is there really such a beautiful woman in the world?" Princess Pingyang told him that the younger sister of Li Yannian was just a girl "beautiful and charming in dancing". That was how the daughter of a humble musician leaped onto the seat of the imperial concubine and left her name and story in history.