"The game was very fast and competitive and the players are exhausted," said Li, who replaced Felix Magath at Shandong before the start of the campaign.
"Although the result is good for us we didn't play too smart during the game. Pelle has gradually adapted to the way Chinese teams defend and he has come a long way."
Hebei manager Coleman will come under further scrutiny after a poor start to his career in Chinese football.
The defeat was his third in six games since taking over from Manuel Pellegrini, with Hebei winning just once - against bottom side Guizhou Zhicheng - following the Welshman's arrival and languishing 11th in the standings.
Defending champions Guangzhou Evergrande got their challenge for an eighth straight title back on track with a 5-0 thrashing of Henan Jianye after a surprise loss to Changchun Yatai at the weekend. Ricardo Goulart and China international Gao Lin both scored twice and Anderson Talisca was on target again to leave Evergrande six points behind Guoan with a game in hand.
That fixture will be played next month against great rivals Shanghai SIPG, who stayed third after Wu Lei's double helped them beat Guangzhou R&F 3-1.
Dalian's defeat coupled with Chongqing Lifan's 0-0 draw with Jiangsu Suning, put the Bernd Schuster-coached second division champions back into the relegation zone.
Dalian have 16 points - the same as Chongqing - while Guizhou are eight points adrift of safety following a 3-1 loss to Shanghai Shenhua.
Oscar Romero scored twice for Wu Jingui's team to leave Shenhua in sixth, three points behind Jiangsu Suning.
Tianjin Quanjian and Tianjin Teda played out a 0-0 draw while Odion Ighalo scored twice - including one penalty - as Changchun Yatai secured a 3-1 win over Beijing Renhe.
(Reporting by Michael Church, Editing by Ed Osmond)
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