In windy conditions at the New Jersey course, the LPGA Tour rookie had only one bogey but notched and eagle and three birdies to finish the first round one stroke behind leader Morgan Pressel.
After playing three practice rounds and the Pro-Am before the tournament's start on Friday, the Taiwan native was aware that the wind was going to be a huge factor during the day.
"This is my first time here, and after the qualifying school I just come straight to here and then stay a couple of days before this tournament," Lee told the LPGA Tour from the clubhouse after her round.
"I really like the golf course. The greens are very tiny and little, and it gets very windy. But it's windy in Taiwan, too, so…I really like.
"I know how to deal with it, but, well, just be patient."