Swansea City
On 24 August 2012, Ki transferred to Swansea City for around £6 million on a three-year contract, which was Swansea's record transfer fee until it was later broken by Wilfried Bony. Ki made his debut for the Swans in a 3–1 victory against Barnsley in the second round of the League Cup at Liberty Stadium on 28 August. Wearing the number 24 shirt, Ki started as a central midfielder and was substituted off in the 76th minute.
Ki enjoyed a promising debut season in the Premier League. Although he failed to replicate the scoring form he displayed at Celtic, his passing style drew praise from supporters and critics, and he finished the season with 38 appearances in all competitions. On 24 February 2013, Swansea City competed in the final of the League Cup. Ki played for over an hour in the final in an unfamiliar central defensive role. The tactical switch proved to be a success, as Swansea ran out comfortable 5–0 winners against Bradford City as Ki won his first trophy with the Welsh club.
On 31 August 2013, Ki joined Sunderland on a season-long loan with a mid-season re-call option. He scored his first goal for Sunderland on 17 December 2013 in a 2–1 League Cup quarter-final win over Chelsea, cutting inside Ashley Cole then beating goalkeeper Mark Schwarzer with a low shot in the 119th minute for the winning goal. On 26 December, he scored his second for Sunderland in a 1–0 away win over Everton. Everton goalkeeper Tim Howard played a short pass to Leon Osman who was robbed of the ball by Ki. Howard brought Ki down and was sent off, and Ki converted the penalty kick himself to give the Black Cats a vital win. It was Ki's first league goal. Ki's third goal for Sunderland came in a 4–1 away win at Fulham from a well-worked set piece by Adam Johnson.
On 22 January 2014, Ki reached his second consecutive League Cup final as he helped Sunderland defeat Manchester United 2–1 on penalty kicks after the two-legged semi-final had finished level on aggregate, with Ki and Marcos Alonso scoring Sunderland's penalties. Ki played against Manchester City in the League Cup final on 2 March, but despite leading 1–0 at half-time, they were overpowered by City in the second half, eventually losing 3–1.
Sunderland spent most of the Premier League season in the relegation zone, but Ki played his part in their recovery, even playing on despite suffering tendonitis in his knee for several months. He played his last match for Sunderland on 10 April 2014. Sunderland succeeded in avoiding relegation, and eventually finished 14th.
Ki returned to Swansea for the start of the 2014–15 Premier League season, stating, "This is my third season in the Premier League, and I want to grow as a player and improve to help the team." He scored the first goal of the season in a 2–1 win over Manchester United at Old Trafford on 16 August 2014. On 28 August, he signed a new contract to last until 2018. Ki became a regular in the team under new manager Garry Monk, and by the end of December, had started in every Premier League fixture. Ki did not play for Swansea during January 2015 as he was away on international duty with South Korea at the Asian Cup. On his return in February 2015, he went straight back in to the team and scored the equalising goal in a 1–1 draw with Sunderland. Swansea lost their next match 2–0 against West Bromwich Albion, but ten days later, the team recorded their second win of the season over Manchester United with Ki scoring their equalising goal in a 2–1 win.
Ki played 28 times during the 2015–16 Premier League season, scoring twice. His first of the season on Boxing Day against West Bromwich Albion in an eventual 1–0 win, and the second on 8 May 2016 against West Ham United. He made three less appearances in the 2016–17 Premier League where, which the club struggled in for the majority of the season, Swansea narrowly avoided relegation, but the player did not score in that campaign. In the 2017–18 Premier League season, it was another struggle for the club. Ki scored twice in two home fixtures within a month, the first against Burnley on 18 February 2018 and the second against West Ham. After that, it looked like the club was comfortable in mid-table, however with not much impact in the attacking point of view, the club struggled and Ki could not prevent them from Premier League relegation which was confirmed on the final day. After the relegation, Ki announced his departure shortly after the season finished.