The 26-year-old notched his first PGA Tour win in Houston last weekend, seeing off world No.1 Scottie Scheffler's late, birdie-laden charge to secure a one-shot victory.
Earlier that month Lee had a share of The Players Championship lead at the midway point, only to drift on the weekend and cling to a top-20 finish.
The Australian sensation, now the country's highest-ranked male at No.22, chewed on that result for a fortnight before crossing paths with Day on the practice putting green ahead of the Houston Open.
The pair competed together for Australia at last year's Olympics and have a long history.
Footage of a teenage Lee beating Day in a long-drive contest in 2017 surfaced after his Tour breakthrough on Sunday.
"I just told him how I felt during The Players, that I wasn't myself ... trying to be someone else," Lee reflected.
"He said to just trust the process, keep hitting good shots and if not, it's okay.
"Funny; I did that and I won.
"It (the conversation) happened naturally and that's the friendship we have.
"It's only love between us and it's very cool to have big brother out on Tour."
Lee will play his fourth Masters from next Thursday and says Augusta National is his favourite course.
He's posted just one sub-70 round in 10 attempts but has shown flashes of his best, most notably finishing his 2022 debut with a record-equalling 30 on the front nine.
"A lot has changed since then," Lee, who was a European Tour member at that point, said.
"Every tournament I've learnt something and I would have loved to win more but that's golf, it's tough.
"Making that transition from Australia to Europe, getting in these events and now I'm on Tour, and a winner.
"Moving homes to (Las) Vegas ... learning to live near here.
"There's a lot that's happened, but it's been good for my life and growth."
Lee and Day, runner-up in his debut and boasting two other top-five finishes, are two of five Australians playing next week.
Former winner Adam Scott, on a streak of 15 made cuts at Augusta, former British Open champion Cameron Smith and two-time PGA Tour winner Cam Davis all finished inside the top 30 last year.
"Everyone's excited to go back ... it's my favourite place," Lee said.
"All the advice you get from other veterans that go there just don't do too much.
"You want to just keep playing, you want keep practising.
"The crowds are massive, even on a practice day, the course is amazing, the facilities are amazing and you just want to stay out there.
"So just do your own routine, hang out and make sure you don't overdo it early. But you just want to, because it's Augusta National."
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