On July 8, 2016, Lee signed with the New York Knicks. Prior to the start of the 2017–18 season, Lee was named co-captain of the Knicks alongside Lance Thomas. On January 15, 2018, in a 119–104 win over the Brooklyn Nets, Lee made his 44th straight free throw on a third-quarter technical, tying the Knicks' record set by Chris Duhon in 2008–09. Lee came into the game leading the league at 96. 1 percent after hitting 73 of 76. Two days later, he converted a free throw in the second quarter of the Knicks' 105–99 loss to the Memphis Grizzlies—his 45th straight, setting a franchise record. In December 2018, he played a game with the Knicks' NBA G League affiliate, the Westchester Knicks.
Subscribe to our email newsletter to receive updates