Lee made his major league debut with the Chicago White Sox on May 7, 1999, hitting a home run in his first Major League at-bat. In his rookie year, Lee hit .293 while driving in 84 runs in 127 games. He finished 7th in the AL Rookie of the Year voting. In 2000, Lee drove in 92 RBI while hitting 24 home runs. In 2001, Lee once again hit for power, hitting 24 home runs and driving in 84 runs but his average dipped from .301 the previous year to .269 in 150 games.

In 2002, Lee played in just 140 games but was consistent once again, driving in 80 runs while hitting 26 home runs. In 2003, Lee had his breakout season for the White Sox, playing in 158 games, Lee drove in 113 RBI while homering 31 times and scoring 100 runs. The following year, Lee continued his success, hitting 31 home runs and scoring 103 runs. He also drove in 99 RBI while hitting .305 for the White Sox.

Lee’s best showing was in the National League with 114 RBIs. He was selected for the National League All-Star team in his first two seasons as a Brewer, and participated in the Home Run Derby in 2005.

On July 28, 2006, he was traded to the Texas Rangers with minor league outfielder Nelson Cruz for outfielders Kevin Mench and Laynce Nix, relief pitcher Francisco Cordero, and minor league pitcher Julian Cordero. According to Brewers General Manager Doug Melvin, the Brewers attempted to re-sign Lee, but by July 27, it became apparent he would not sign a contract extension. The Brewers reportedly offered a four-year, $48 million contract extension, close to the four-year, $50 million extension David Ortiz signed earlier in 2006. Lee’s agent Adam Katz said the two parties were too far away in negotiations.

On November 24, 2006, Lee agreed to a six-year, $100 million contract with the Houston Astros. Lee had a productive first year in Houston, hitting .303 with 32 home runs and driving in 119 runs, which was good for a three-way tie in the National League with Miguel Cabrera and Prince Fielder.

In 2009, he had the lowest range factor of all starting major league left fielders (1.56). Despite his limited range, Lee was a force once again at the plate, driving in 102 RBIs while hitting exactly .300 in 160 games.

In 2010 after Lance Berkman was traded to the New York Yankees, Lee played a handful of games at first base. While this was not the first time in his career he had played first, it was the first time he did so on a regular basis. Lee hit a career low .246 despite driving in 89 runs and homering 24 times for the Astros. In 2011, he was an above average defender according to UZR and other statistical measurements.

Through 66 games in 2012 for Houston, Lee struck out just 17 times in 258 at bats. During his 6-year tenure with the Astros, Lee never struck out over 65 times in a season.

On July 4, 2012, Lee was traded to the Miami Marlins for minor leaguers Matt Dominguez and Rob Rasmussen. He played his first game as a Marlin the next day against the Milwaukee Brewers, and went 2-for-4 with a run in a win. He hit his first home run as a Marlin, a grand slam, on July 17 against the Chicago Cubs. In 81 games for the Marlins, Lee failed to produce as Miami expected, hitting just .243 while homering just 4 times in 338 plate appearances.