The 8Li (n, γ) 9Li reaction plays an important role in both the r-process nucleosynthesis and the inhomogeneous big bang models. Its direct capture rates can be extracted from the 8Li (d,p) 9Li reaction, indirectly. We have measured the angular distribution of the 8Li (d,p) 9Lig.s. reaction at Ec.m.=7.8MeV in inverse kinematics using coincidence detection of 9Li and the recoil proton, for the first time. Based on distorted wave Born approximation (DWBA) analysis, the 8Li (d,p) 9Lig.s. cross sectionwas determined to be 7.9±2.0mb. The single particle spectroscopic factor S1,3/2 for the ground state of 9Li=8Li ⊗ n was derived to be 0.68±0.14, and then used to calculate the direct capture cross sections for the 8Li (n, γ) 9Lig.s. reaction at energies of astrophysical interest. The astrophysical 8Li (n, γ) 9Lig.s. reaction rate for the direct capture was found to be 3970 ± 950cm3 mole−1 s−1 at T9=1. This presents the first experimental constraint for the 8Li (n, γ) 9Li reaction rates of astrophysical relevance.