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When Azula and company infiltrate Ba Sing Se disguised as Kyoshi warriors (after Long Feng's imprisonment), there's a scene where Ty Lee and Mei "accidentally" talk about their infiltration too loudly. We see two Dai Li agents spying over them, and then they go to contact Long Feng.

Surprisingly, Azula was watching over those two Dai Li agents, saying something along the lines of "good job girls, I'm sure they will deliver the message".

This of course means that Azula knows that the Dai Li are still loyal to Long Feng rather than the Earth King. But, how did she know that?

The closest clue I could think of is that when she introduced herself to the Earth King, he mentioned that Long Feng had tried to betray him using the Dai Li agents. But that doesn't really prove that the Dai Li are still on Long Feng's side.

Azula's plan was risky, because the Dai Li could have reported the information to the king instead.

What guaranteed Azula that the Dai Li were still loyal to Long Feng rather than the Earth King?

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At the end of the day, as the other answers have put it, she took a calculated risk.

Remember that Azula, Mai and Ty Lee were acting as the Earth King's bodyguards for a short amount of time. We know that he told them about

the Day of Black Sun and the Earth Kingdom's planned counter-invasion of the Fire Nation,

so it seems entirely possible that he told them about how his most trusted advisor -- and the leader of the Dai Li -- turned out to be a traitor, exposed by the Avatar. From there, Azula must have put two and two together and realised that the hypercompetent secret police couldn't possibly be loyal to their idiot King over their leader of many years.

Of course it is possible that this could blow up in Azula's face, but that was a risk she was perfectly willing to take.

Side-note: given what later happens, we know that most members of the Dai Li believe in some form of the Divine Right of Kings, so had Earth King been competent, it seems likely to me that they would have been loyal to him.

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    Given the Dai Li's staunch loyalty to Feng during the attempted coup, it wasn't much of a risk on her part. Perhaps the more relevant question would be "How can the Earth King possibly trust the Dai Li even after imprisoning Long Feng?"
    – Omegacron
    Feb 14 '14 at 17:57
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Why wouldn't the Dai Li still be loyal to Long Feng?
Their commanding officer was imprisoned for treason because Aang and his group showed the emperor that he was hiding the fact the Earth Kingdom is in war with the Fire Nation, a cover up the whole organization was involved in.

Surely they put two and two together and realized that their organization has lost the favor of the emperor and that harsher consequence would soon follow, by the time the emperor would hear about their brainwashing-operation at Lake Laogai at the latest.
So the only way for the Dai Li to stay in power was to stay loyal to Long Feng and hope that an opportunity to overthrow the emperor would arise, an opportunity that Azula knew she could provide, so she did.

Of course it was really risky, but in the end I would call it an educated guess on Azula's side.
Let's face it: She knows her plots and schemes very well.

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    What you're offering as an answer seems to be speculation. Nothing necessarily wrong with that but you don't offer any reference material to back up your statements. Ex - what in the material backs up the statement 'realize that their organization has lost the favor ...' Those of us not familiar with a particular novel / series / story have no way of gauging whether your 'guess' is reasonably accurate or not.
    – Stan
    Jun 18 '13 at 15:29
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Azula is a prodigy gifted with many abilities. One of them is her ability to correctly read people and manipulate them. She can tell when you're lying and size you up with a glance. She correctly deduced that the Dai Li are the real source of power and the King is just a figure head.
She had the 2 girls reveal themselves so she could get a meeting with Long Feng and convince him to join with her.
However, Azula is a much more capable and charismatic leader than Long Feng and she was able to usurp the Dai Li.
So, it was a calculated risk but it was all part of the plan and she was confident she could out maneuver Long Feng.

UPDATE
The Dai Li grew corrupt and decadent over time and they conspired with Long Feng to take over Ba Sing Se.
So the Dai Li were only ever loyal to Long Feng.
And the Dai Li's decadence was so great that they eventually worked for Azula the sworn enemy of the earth kingdom.
Unfortunately, I can't find any canon source for this. This link is all I could find.

Therefore, Azula knew how corrupt the Dai Li were and used that to manipulate them and orchestrate her conquering Ba Sing Se

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    The question was what Azula, in her cleverness, seized on to know that the Dai Li were still loyal to Long Feng, not just the fact that she's smart (doesn't explain the knowledge) or that it paid off.
    – rsegal
    Jun 12 '13 at 13:15

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