When organisers of the BMW PGA Championship, the European tour's flagship event, called off play on Friday to show golf's respect for the monarch following her death, Lee decided to demonstrate his own by going to pay homage at the Palace.
When the tournament resumed at its Surrey venue of Wentworth on Saturday, the 24-year-old Lee, one of the rising stars in the Australian game, felt determined that he and his colleagues should try to bring some smiles back.
The West Australian then delivered one of his best-ever rounds, a 10-under par 62 that would have equalled the course record at the famous venue if preferred lies hadn't been in play.
The tournament had been suspended on Thursday after news emerged of the Queen's death.
"It was just a shock. I mean, it doesn't happen obviously often, and to the golfing community, as well, we had to stop and a bit of mourning there," Lee explained after his round on Saturday.
"It was a shock. I finished and I got the news and it's not really what you want to hear. So on Friday, we went down to Buckingham Palace with a few of the boys and paid our respects to her.
"We are back now and playing golf - and, hopefully, we can just keep smiles on our faces and play good golf."
On Saturday, Lee, whose win in Britain at the Scottish Open was the biggest win of his burgeoning career, said he was "proud" to play some fantastic golf, producing an 18-hole display that was 14 shots better than his first round.
"That's just golf. I had a pretty tough year this year other than the majors," he said.
"Wish I had played a little better in the regular tour events and yesterday looked like it was going to be another missed the cut."
Instead, he and some of his colleagues went to central London to Buckingham Palace, while others, like American Billy Horschel, made the trip to Windsor Castle to honour the Queen's memory at another of her residences.
"My wife and I went into Windsor, to the castle, to pay our respects," Horschel said.
"The Queen was an amazing woman, and this is a historic time. So it is special to be here. And surreal.Â
"We had a walk round the town and took it all in. There was no golf involved. I didn't feel the need to hit any balls. One day off is not going to kill me."
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