Li made the remark while meeting with Gambian President Adama Barrow, whose first state visit to China will conclude on Monday.
He also sought benefits for four enterprises under his control by bribing and asking his employees to bribe government workers between 1996 and 2016. The bribes amounted to more than 7.9 million yuan, according to the prosecutor.
"I can't see us throwing away all we have gained. I think the problem is that pressure is being exerted from other quarters," he added.
Gambia's exports have gone mainly to China, India, the United Kingdom and Italy back as far as 2014, while it imported most of its goods from China, Brazil and Indonesia.