Lee studied in New York City with James Sylvain, and made her New York debut in June 1839 at the Bowery Theatre. She did not confine herself to dance, but acted in melodramas and other stage works. She toured the United States, then studied with Ballet Master Jean Coralli in Paris. When she returned to the United States, she brought the directions for several popular ballets with her. She danced the first American performance of "Giselle" in Boston in 1846.