Lee originally signed as an undrafted amateur free agent with the Chicago White Sox on February 8, 1994. He was immediately placed with the White Sox minor league affiliates for his first few years of conditioning. He was called up to make his MLB debut on May 7, 1999 and finished the season as a full roster member of the White Sox. Lee was also seventh in voting for the Rookie of the Year Award. In 2000 he returned to the White Sox full time, playing in 152 games and hitting 24 homeruns and a career high 107 runs. He also made his first post season appearance in 2000, playing in the American League Divisional Series with the White Sox, which they lost to the Seattle Mariners. Lee continued to play for Chicago though the 2004 season.

On December 13, 2004, Lee was traded to the Milwaukee Brewers. His first season with the Brewers Lee earned his first of three All-Star selections and his first of two Silver Slugger Awards.

On July 28, 2006, Lee was traded to the Texas Rangers, where he finished the 2006 season. Following that season, he signed as a free agent with the Houston Texans on November 24, 2006. In 2007 Lee played in his third and most recent All-Star game. He is expected to be on the Astros full time roster for the 2008 season.