After discovering para dressage while watching the 1996 Atlanta Paralympics on TV, Lee started riding and has gone on to win team gold at every Paralympic Games he has competed at. He took the triple title (team, individual and freestyle) at the 2000 Sydney Paralympics, 2004 Athens Paralympics and 2008 Beijing Paralympics, setting an equestrian world record by being unbeaten at three consecutive Paralympic Games.
In 2003, he became the first disabled person to have won a title at the British Dressage National Championships while competing against non-disabled riders when he took the 2003 elementary restricted title. He received a CBE in 2009 and then in 2016, he was made a Sir, receiving a knighthood in the New Year Honours List for services to equestrianism and disability sport.