Liu spent his first eight CBA seasons with the Bayi Rockets (1995–2003), where he become the second best scorer in CBA history, with a league-best scoring average 25.9 points per game. After winning the CBA championship in all but one seasons-2002, to a Yao Ming-led Shanghai Sharks- Liu retired in 2003 because of knee injury. He came back the next season and was voted to the all-star game. Liu retired again in 2005 for the troubling knees and became an assistant coach for the Rockets. In 2007, Liu came out from a two-year retirement to lead the Fujian Xunxing.