Lee began as a model and was discovered by a casting director. She signed a contract with Metro-Goldwyn-Mayer in August 1925. Almost immediately she was cast in two MGM films, I'll Tell The World and A Little Bit of Broadway, produced by Robert Z. Leonard. At the end of the month, she acted with Mae Murray in The Masked Bride, directed by Christy Cabanne. By September 1925, Lee was selected by MGM officials to represent the Culver City, California studio as a beauty contestant for the Eastern Star Fashion and Home Exposition, which was held in October. Occasionally Gwen appeared in movies only briefly, but received notice for her chic attire. One such instance was in the MGM Edmund Goulding production of Sally, Irene and Mary (1925).