A sellout crowd of 18,244 and viewership estimated at more than 200 million people in China watched Yao show the form that has made him one of the best big men in basketball while Yi demonstrated why he was such a coveted NBA newcomer.
"It's sad to think but he may be better than me before he's finished," Yao said of his compatriot.
Yi, who stands at 2.12m tall, scored 19 points and pulled down nine rebounds in more than 34 minutes for the Bucks, hitting 7-of-12 from the field and 3-of-4 free throws in a losing cause.
"For a guy to be 7-foot and with ball-handling skills and moves like that really shows you something."
Tracey McGrady, Rockets star player, comments on Bucks opponent Yi Jianlian
"I was concerned only about the game. I wasn't thinking about anything outside the court," Yi said.
"It wasn't Yi versus Yao. It was the Rockets against the Bucks. I was concerned about the big game and sad about losing in the end."
Yao, 27, is Asia's biggest NBA star since being a top draft pick five years ago while Yi, 20, was selected sixth in June's NBA Draft and could become China's next great player.
The pair will team up for their nation at next year's Beijing Olympics.
"In my mind, the Olympics is one of the most important games," Yi said.
"But also this season with the Bucks is important as I am struggling to improve my game."
Yi shows improvement
Chinese basketball fans watch Yi and Yao on a
projector screen at a pub in Beijing [AFP]
After the game, Yao and Yi shook hands and hugged, sensing how much the game meant to each other as well as their homeland. Afterwards, Yao praised Yi's continued improvement.
"The first time I saw him was in 2004 and I knew one day he would be something," Yao said.
"The first game I saw him this year he didn't play very well. But he showed he had talent.
"Each summer I have watched him in the national training camp and he just gets better and better."
The Rockets led much of the night but Yi would not be beaten easily, hitting a jump shot from the left side to lift the Bucks within 82-79 with eights minutes and 15 seconds to play, and then hit a 3-pointer to pull Milwaukee within 84-82 midway into the period.
However Houston answered the challenge by scoring the next 14 points, six from Bonzi Wells and a Tracy McGrady 3-pointer among them, to seal the victory.
"Yi has a very good shot. I think he's going to be very good," Rick Adelman, Rockets coach, said.
"I was surprised how athletic he was. As big as he is, once he gets the feeling of the NBA, he's going to be a very good player."
Larry Krystkowiak, Bucks coach said: "A lot of people in China have a lot to be proud of with Yao and Yi. I didn't know what to expect of him but his ability to understand the game puts him way ahead of a lot of rookies in this league."
McGrady, a leading player for the Rockets, could sense Yi's early struggles as well but also saw a great future for the Chinaman.
"He was pretty good. Obviously he has a tremendous upside," McGrady said.
"He started off slow. Maybe he had a little bit of the jitters.
"But he's an athlete. For a guy to be 7-foot and with ball-handling skills and moves like that really shows you something. He's a player and his basketball IQ is going to grow."