Lee's first film post-Rank was The Nights of Lucretia Borgia (1959), shot in Italy, playing the title role. In early 1959 she made The Magliari (1959), an Italian film shot in Germany directed by Francesco Rosi. She stayed in Germany to make a local movie, Love Now, Pay Later (1959), playing Rosemarie Nitribitt, a prostitute who was murdered.
In June 1959 she said "Now all the time I make films One after the other. It won't last but now I am in demand. I might as well cash in on it. For the first time I make money. Always am I asked now to play wicked women... On the Continent I'm thought of always in connection with parts like that. Bit of a change from the old Rank Orgy. But I'm not ambitions anymore. I don't care any more to be a big star. I used to be so ambitious – now it means nothing to me. Now I just wanted to make some money. So I can live the way I want to."
In August 1959 Lee was in Marie of the Isles (1959), a French-Italian adventure tale where she played the real life Marie Bonnard du Parquet. This was followed by Vacations in Majorca (1959), an Italian comedy and Messalina (1960), an Italian Ancient history epic where Lee played the title role, shot in late 1959. In December she was in Munich to film Satan Tempts with Love (1960) when she announced her relationship with Orsini was over. Orsini later wrote that when Lee went to Germany to make a movie "she felt would be important to her career" he refused to come, which ended their relationship.