He says the USA should be "at the front of the pack".
German chancellor Angela Merkel, who has in the past even been dubbed the "climate chancellor" for her efforts to fight global warming, welcomed Mr Li's remarks at their joint press conference.
But Mrs May has been criticised for not signing a joint condemnation from France, Germany, and Italy.
"We're getting out but we will start to negotiate and we will see if we can make a deal that's fair", he said.
In Berlin, European Commission President Jean-Claude Juncker said European allies had tried hard to convince Trump to stay in the agreement at the Group of Seven summit last week.
President Trump had previously refused to say whether he would keep the country's commitment to the Paris Accord.
MORE: What is the Paris Climate Agreement? . The other countries are Syria and Nicaragua.
Trump has isolated our country on the world stage, ceding our leadership position and our economic advantage on clean energy to India and China, and justifying it all by chanting a slogan from a baseball hat. Our withdrawal from the agreement will undo years of progress made toward achieving that goal.More news: President Trump to make decision on Paris climate change accords
In a letter sent hours before Trump was due to announce on Thursday whether the USA would pull out of the accord, the five leaders say the effects of global warming are already visible in all parts of our planet.
The governor - who has become a leader in the fight against climate change - said that if Trump does pull the U.S. out of the agreement, it will "galvanize activists".
A frustrated former President Obama chided President Trump Thursday for canceling USA involvement in the Paris climate agreement, and insisted the rest of the world is still headed toward lower greenhouse gas emissions even without American leadership. "We will not ignore the science and reality of climate change which is why I am also signing an Executive Order confirming New York's leadership role in protecting our citizens, our environment, and our planet".
Leading climate scientists say the emissions trap heat in the atmosphere and have caused a warming planet, sea level rise, droughts and more frequent violent storms.
Trump, however, argued the agreement had disadvantaged the U.S.
Trump had several options for withdrawal, ultimately choosing a step that bridged a divide between remaining in the accord and a drastic, immediate withdrawal from the entire United Nations climate change treaty. "I believe the United States of America should be at the front of the pack". "Trump is saying this is bad for jobs".
But Trump's chief White House economic adviser, Gary Cohn, told reporters during the trip overseas that Trump's views on climate change were "evolving" following the president's discussions with European leaders. Trump is expected to announce that the U.
The United States is the country with the second-highest carbon emissions in the world, only behind China.
On Thursday, the United States joined Nicaragua and Syria as the only nations in the world that won't formally participate in the Paris Agreement to keep global temperatures from wreaking havoc on life as we know it, Sputnik reported.