A friend of Li's posted pictures of the incident on Facebook asking for the dog to be returned - the post sparked an outcry, being shared over 1,600 times.
Li began to think she would never see Lucky again but was ecstatic after she was returned, even though she wasn't sure who dropped her off.
"I cried and to be honest I was very sad, very upset, it left me heartbroke [sic]," she said.
"Lucky came back from my deep heart thanks very, very much for support and big help to me, let bad person return Lucky."
Lucky was given a nice shower after they got home because she was often scratching herself, which was unusual Li said.
From now on Lucky will be staying at home now as Li never wants anything like this to happen again as it was very stressful and heartbreaking.