Change into Indirect speech :

Explanation:

Direct speech: He said, “I like this song”.
The indirect (reported) speech will change to the past indefinite tense when the reporting verb is in the past (said) and the direct speech is in the present indefinite tense (simple present tense).
Indirect speech: He said that he liked that song.

Final answer:

Hence, the indirect speed of the given sentence is, He said that he liked that song.