While Li Yan started his football career at second tier side
Shanghai HSBC, it was his move to
Shanghai Pudong that saw his football career flourish when he would go on to establish himself as an integral member within the team that would go on to win the second division title and receive promotion to the top tier. He would go on to help establish the team in the top flight and remained with the club when they moved to
Xi'an and renamed itself
Xi'an Chanba International. During this period Li Yan established himself as useful attacking midfielder and caught the eye of
New Zealand Knights FC in 2006, however his move was to prove an unsuccessful one and he only played in two league games. Li Yan would return to Xian Chanba International which had renamed itself
Shaanxi Baorong Chanba in the 2007 season and stayed with them until the end of the 2009 league season when he transferred to
Hangzhou Greentown in 2010.{{cite web|url=http://sports.sohu.com/20100211/n270200133.shtml|title=陕西队长李彦加盟杭州 五大国字号有望齐聚绿城 ==International career==