Australian Open champion Li Na advanced to the Madrid Open quarter-finals after coming back from a set down, while two-time defending champion Serena Williams won more routinely.
In the men's draw, Rafa Nadal and Tomas Berdych also sealed progress.
After a poor opening set, the second-ranked Li overcame a slew of unforced errors and a bothersome toe problem to beat Sloane Stephens of the US 2-6, 6-3, 6-2 on the clay at the Magic Box tennis centre.
"After the first set I was like, 'calm down'," said Li, who needed two hours to pull out the win.
"I say, 'OK, I cannot only think about what happened for the game, you have to look forward otherwise you cannot make it'."
Williams earned her 650th career victory with a 6-2, 6-3 win over Carla Suarez Navarro, who could not carry over the success of winning her first career title in Portugal on Saturday to the Spanish capital.
Williams, in pursuit of her 60th title, hit 27 winners to her Spanish opponent's five, while securing seven break points in the sun.
"She made me work for every point and it wasn't an easy win,'' the top-ranked American said. "She just won last week, so she is definitely not an easy player to play."
Williams goes on to play 2011 champion Petra Kvitova after the fifth-seeded Czech beat countrywoman Lucie Safarova 6-4, 6-3.
Nadal beat Finland's Jarkko Nieminen 6-1, 6-4 while Berdych recovered from losing the first set to against Grigor Dimitrov to win 3-6, 6-3, 6-2.