Lee was born near Cedartown, Georgia on July 16, 1877. The son of a Methodist minister, Lee was a Princeton graduate and worked as a newspaper reporter and stringer at the World newspaper in New York City. In 1903, he quit his poorly paid job to work in Seth Low's campaign for mayor of New York. The following year, he remained in Democratic politics, helping to handle publicity for Judge Alton B. Parker's unsuccessful presidential race against Theodore Roosevelt. This caused Lee to issue his "Declaration of Principles," which he sent to all newspapers. The declaration reads, in part: