The eight-time world champion was in a commanding position to oust Junhui but could not get past the finish line in the second round.
After annexing his 24th National title in Lucknow, Advani won the hearts of spectators in Haikou as he stretched Junhui, the Chinese hero.
After dropping the first frame, Advani won the next. By interval, the scoreline was evenly poised at 2-2. The Indian went into overdrive with breaks of 86 and 74 to be one frame away from a historic win. But that was not meant to be.
A respectable loss to the season's most formidable player is testament to Advani's fine form in the recent past. Junhui, who blanked the other Indian, Aditya Mehta, in the Indian Open final, found a contrasting challenge from Advani.
Advani now prepares for the China Open to be held at the end of this month in Beijing, where Mehta will join him.
Ding Junhui defeated Pankaj Advani 5-4: 76-62, 87(51)-15, 123(91)-0, 53-62,1-86(86), 17-75(74), 94(52)-39, 136(136)-0, 86 (86)-17.