- Parents owned clothing stores in the San Diego area, and were initially disappointed by his pursuit of a comedy career rather than working in the family business.
- Worked odd jobs at the Comedy Store in San Diego before trying his luck at stand-up.
- In 1995, was spotted at an open-mic night by Pauly Shore, who asked Lee to open up for him in Las Vegas, and also went on the road with Carlos Mencia.
- Joined the cast of Fox's MADtv in 2001, staying until the show's cancellation in 2009; memorable characters included Connie Chung, Kim Jong Il and Bae Sung.
- Has appeared with his parents and brother in MADtv sketches, and pitched a show to Comedy Central starring his family.