Lee grew up thinking his middle name was "Lorne". As a teenager, he saw a copy of his birth certificate and discovered that his middle name was "Lee". Lee went to elementary school with actor and comedian Rick Moranis.

Lee's father died young, which forced Lee's mother to work to support their three children by running the Newmarket, Ontario, variety store that her husband had owned and managed. Lee has suggested that his father's death was probably a