The Alabama Securities Commission led the investigation, which helps prevent financial fraud against the elderly.
After an agent interviewed Lee, the commission's head said he was satisfied she wanted a second book published.
The new work - Go Set a Watchman - will be the 88-year-old American author's first release since the 1960s.
The surprise move prompted some suggestions Lee was manipulated into publishing the decades-old manuscript, which was discovered by her lawyer in the author's possessions last year.
"We closed the file. Let's just say that she was able to answer questions we asked to our satisfaction from our point of view,'' said Joseph Borg, Alabama Securities Commission director.
The New York Times reported that the investigation was sparked by requests from a doctor that the state investigate whether Lee was capable to have consented to the release of the work.
Lee herself was "extremely hurt" by allegations she was manipulated, her lawyer Tonja Carter said.
To Kill a Mockingbird was published in July 1960 and has sold more than 40 million copies around the world.
Go Set a Watchman was written before To Kill A Mockingbird, and features many of the same characters, with an adult Scout Finch returning to her native Alabama from New York to visit her father.

The child's body was found in a river yards from his family's home at Milton of Drimmie, according to the Scottish Daily Mail.
The Scottish Sun reports that the shocking discovery was made around an hour after he was reported missing.
His disappearance triggered a major search and rescue operation along the banks of the fast-flowing River Ericht, reports the Scottish Daily Express.
The Courier says paramedics battled to save the boy but they were unable to revive him. It adds that local MSP John Swinney described the news as "heartbreaking".
Meanwhile the i newspaper reports that the "poor" are twice as likely to die from cancer. It says a new study has identified a huge "survival gap" across Scotland's social classes.
The cancer survival gap has been described as "completely unacceptable" by Macmillan Cancer Support, according to the front page of The Scotsman.
The Scotland edition of The Times reports that a multi-million pound funding "black hole" has been exposed in a flagship Scottish government plan to safeguard the future of the NHS.
Meanwhile, The Herald leads with a report that Scotland could have the "fastest and easiest" ever entry into the EU if it becomes independent.
On a similar subject, The National's front page headline asks: "Where's your Vow noo?"  The paper reports that former first minister Alex Salmond asked the question of the Labour, Conservative and Liberal Democrat parties during a rally in his Gordon constituency.
The Daily Record carries a photograph of a man accused of forcing Romanian girls to sell sex in brothels in Scotland.
The death of a young mother in car crash in Aberdeenshire leads the front page of the Press and Journal.
The Daily Star of Scotland leads with a story about Eastenders actor Danny Dyer.
US investigators have closed an inquiry into whether To Kill A Mockingbird author Harper Lee was pressured into publishing a sequel.
[NEXT_CONCEPT]
The death of a two-year-old boy in Perthshire features on the front pages of many of Scotland's newspapers.