Lee was born to Korean immigrants in Los Angeles, where she grew up as well. While attending Harvard-Westlake School she became interested in the performing arts. After high school she went on pursuing that interest and studied communication and theater at Northwestern University. Then she moved to New York City to work as an actress.
She has played Soojin in Girls and Homeless Heidi in High Maintenance. She was a guest star in the TV shows New Girl and Wayward Pines. She costarred as Hae Won in Sisters alongside Tina Fey and Amy Poehler.