Lei took up fencing because he liked Zorro. His results as a junior were unremarkable. The 2005–06 season saw his breakthrough: he climbed his first World Cup podium with a silver medal at La Coruña, followed by a victory at Espinho and a bronze medal at the Torino World Championships. He finished the season 5th in world rankings. In the following season he won the Bonn World Cup, the St Petersburg Grand Prix and the Montreal World Cup, along with a bronze medal in Venice. He placed third again in the World Championships after losing in the semifinals to Italy's Andrea Baldini.