Lee was born and raised in Los Angeles, California. Her parents are Korean immigrants.
While attending Harvard-Westlake School, she became interested in the performing arts. After high school, she studied communication and theater at Northwestern University, and continued to pursue acting by moving to New York City.
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. Lee starred as Maxine in the Netflix comedy-drama series Russian Doll.

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