The fact Madrid is at altitude helps powerful servers as the ball is considered to move faster through the air, and Li Na struggled to adapt to the conditions.
Keys claimed the first set 6-3 and quickly raced into a 3-0 lead in the second set with two service breaks. Li Na pulled back one service break and then held to make it 3-2 in the second set ,but Keys held her nerve at a moment when her inexperience could have been a factor and then broke Li Na's serve again to move into a 5-2 lead before serving out to take the match in one hour and two minutes.
The final Chinese representative, Peng Shuai, will play Christina Michale for a place in the second round in which the winner is likely to face Maria Sharapova.
Meanwhile reigning champion and number one seed, Serena Williams overcame a slow start before running out a 7-6 (5), 6-1 winner against Yulia Putinseva.
Brazilian self-defense martial art gains popularity in Beijing