Lee started his sporting career at the age of fifteen, when his father Lee Eng Hong convinced him to shoot a gun. Four years later, Lee qualified for the 1985 Southeast Asian Games in Bangkok, Thailand, where he won a gold medal, as a member of the Singaporean shooting team, in men's trap shooting. At the 1989 Southeast Asian Games in Kuala Lumpur, Malaysia, Lee captured his first ever individual gold medal in the same discipline, striking a total of 181 clay pigeons. In 1992, Lee graduated from Nanyang Technological University, with a bachelor's degree in physical education and a master of business administration degree major in sports management.