Millions of tennis fans rejoiced this weekend when China's Li Na became the first Asian tennis player to win the Australian Open, adding a second Grand Slam title to her 2011 French Open win. The Women's Tennis Association credits Ms. Li for the game's skyrocketing popularity in Asia and has named her the "most influential player this decade."

Ms. Li has all the more reason to be proud for bringing tennis to the people because she did it in spite of China's state-run sports bureaucracy. Like many Chinese athletes, she was sent as a child to a state-run gym to play badminton and then tennis. These facilities, with their infamously rigorous training regimes, are capable of mass producing world-class athletes. But their rigidity means success often comes at a high cost.

Na Li of China holds the Daphne Akhurst Memorial Cup Getty Images

Despite early accolades, the draconian regimen almost led Ms. Li to quit tennis when she ran away to study journalism at the age of 20. "Freedom was delicious," she says of her time away before she was persuaded to return. She finally broke with the state system in 2009 under an experimental policy that gave tennis players the freedom to hire their own coaches.

The new policy also allowed Ms. Li to reap the benefits of her hard training. As a member of the national gyms, she forked over 65% of her prize money. Now she pockets more than 90%. It's understandable, then, that during her Grand Slam speech she thanked her agent Max Eisenbud, "For making me rich."

Beijing is unlikely to abandon its state-directed quest for ever more Olympic medals to burnish the reputation of the Communist Party. But Ms. Li's well-deserved victory this weekend shows that in the most fiercely competitive sports, a government bureaucracy is no match for the individual's drive and love of the game. Chinese fans' love for the iconoclastic Ms. Li suggests there is a wider lesson here for Beijing about the dreams of its people.