Yi did not know much about the Bucks, and his representatives were adamant that he would not play in such a backwater location in his rookie National Basketball Association season.
But here Yi was in the flesh Wednesday afternoon, arriving at Chicago's O'Hare Airport after a 15-hour United Airlines flight from Shanghai, and receiving an enthusiastic greeting from a small group of Chinese fans from Milwaukee.
After a few minutes for pictures and autographs, and a brief interview session with reporters, Yi and representatives of the Bucks boarded a Riteway bus for the short trip up I-94 to his new home.
On the way into the city, on Milwaukee's south side, Yi was greeted by one of the fancy digital billboards featuring his likeness.
"He seemed impressed and grateful," a Bucks spokesman said. "It was kind of a 'wow.' He had a big smile on his face."
The 7-foot power forward is expected to practice with the Bucks today, when he will have the first chance to be greeted by his new teammates.
Yi met briefly with Bucks coach Larry Krystkowiak in the summer in Las Vegas, and he also met with team general manager Larry Harris in Las Vegas and again when the Bucks signed Yi to a contract on Aug. 29 in Hong Kong.
"The most exciting thing is today I can start to play as a Bucks player for the team," Yi said through a translator, Roy Lu. "The most important thing is to integrate myself into the team, because I'm two days late, and I have a lot of things to catch up."
The Bucks opened training camp Tuesday, but Yi still had responsibilities to the Chinese national team.
Yi and Houston Rockets center Yao Ming played for Team China in the CBA-Euroleague Challenge in the past few days in Kunshan, although Yao did not play in the tournament's third game while he attended a Special Olympics ceremony in Shanghai. Yi played in all three games before packing up quickly and heading for the NBA.
It is a destination Yi has carefully prepared for while spending the past five seasons with the Guangdong Tigers in the Chinese Basketball Association, and leading them to three league titles.
"I'm very excited I can see Yi," said Marquette University freshman April Qi, an 18-year-old from Changsha and one of the fans who welcomed the new Bucks player. "He can be the next Yao Ming. He's young, and he's got potential."
Representatives from two Milwaukee-based groups - yifansclub.com and yifansclub.org - showed up with Chinese language signs and flags to greet him when he cleared customs at O'Hare. Before the player's arrival outside Gate A, there was some jostling and arguing between members of the groups.
But the situation calmed down quickly, thanks in part to the intervention of Bucks vice president of business operations John Steinmiller and officials of the Consulate General of the People's Republic of China in Chicago. When Yi arrived, Chicago police and Bucks officials helped usher him through the crowd.
"It's a brand new start for me, and I'm so excited to see so many fans and media come here to see me," Yi said.
Among the Bucks' official greeting crew were Steinmiller, team vice president Ron Walter and director of player personnel Dave Babcock, who was allowed to meet Yi at the plane and help him get through customs.
"He was one of the later passengers to get off the plane, and at least 10 people stopped and made comments," Babcock said.
"They said to me, 'What a great guy, what a nice kid.' He really has a charismatic personality."
Babcock played a key role in the Bucks' evaluation of Yi, and he said before the draft that the team would not shy away from selecting him at the No. 6 spot. Although the Bucks were not allowed to conduct a private workout of Yi in Los Angeles, as several other NBA teams did, they knew his talent and were not deterred.
Yi's NBA journey is expected to begin with the Bucks' morning practice today.
"He'll have his peaks and valleys; every rookie does," Babcock said. "But it's going to be fun to watch his progress."