User blog comment:Musicgirl14/Could there really be something between Kung Lao and Li Mei?/@comment-1834116-20100416053048/@comment-1085174-20101011164442

No, they haven't. Li Mei fought in the tournament for herself, than challenged the Deadly Alliance alone and was saved by Bo' Rai Cho. While leaving the palace, he meets Raiden's choosen warriors (and Kung Lao is one of them), but Li Mei is most likely unconcious, as he passes by with her body. He then trains her while Kung Lao is a slave of Onaga.

They could have meet only during or after the final battle with the Dragon King.