Using a simple analytic formula from closed orbit theory, we have calculated the photoabsorption spectra of Li atom in different magnetic fields. Closed orbits in the corresponding classical system have also been obtained for B=5.96T. We demonstrate schematically that the closed orbits disappear gradually with the decrease of the magnitude of the magnetic field. This gives us a good method to control the closed orbits in the corresponding system by changing the magnetic field, and thus changing the peaks in the photoabaorption spectra. By comparing the photoabsorption spectra of Li atom with those of hydrogen case, we find the core-scattered effects play an important role in multi-electron Rydberg atoms.