Asia rallied to take the lead with Yuta Ikeda and Gavin Green beating Thomas Pieters and Matthew Fitzpatrick 2 and 1, before Poom Saksansin and Kang Sung-hoon defeated Henrik Stenson and Alex Levy 5 and 4.
Paired with Malaysian Nicholas Fung, the 22-year-old Li won the hole to halve the day's final fourball match against Spaniard Rafa Cabrera-Bello and Austrian Bernd Wiesberger as Asia opened up a 3 1/2-2 1/2 lead.
"I've been talking to the guys all week that (we should) expect them to come out firing", European captain Bjorn said.
Thomas Bjorn's European side were expected to make light work of an inexperienced Asian squad at the Glenmarie Golf & Country Club and the Dane will have been disappointed to see some of his potential Ryder Cup picks under-perform in Kuala Lumpur.
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The anchor match saw Bernd Wiesberger partner Englishman Ross Fisher, a victor on Friday, against Haotong Li and Nicholas Fung but despite moving 2up at the par five 6th green Asia responded quickly and Li continued his strong putting display from the opening day's play to secure a 3&1 win and maintain Asia's slender advantage heading into Sunday's singles. "If you're just one or two down, matches can flip".
"In terms of how all-consuming the captaincy is, I really feel it's on my mind 24/7", he said. "If you asked me if I'm surprised or shocked, I'm not. Golf in Asia is growing dramatically and the amount of players that are coming out of Asia in world golf shows where golf is going for the future".
Despite his win, England's Casey said his opponents fought hard: "What great golf we played, but the Asians threw a lot at us".
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Bjorn is also Europe's Ryder Cup captain, and the tournament is a chance for him to test players in a team environment before the showdown against the United States of America in Paris.
Team Asia has never led at any stage over their continental rivals in the history of the Eurasia Cup but after holding the lead for two days, team captain Arjun Atwal is confident that his team could win when the match conclude on Sunday.
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