In 1992, at the age of 17, Lee moved to Los Angeles, where he joined a national tour of Miss Saigon. He later worked as a dancer for Prince on the MTV Video Music Awards and toured nationally with the musical Heartstrings. He was in the original company of the 1994 Broadway revival of Carousel. In 1997, he received a Drama-Logue Award for his performance in F.O.B. at East West Players, an Asian-American theatre organization in Los Angeles. With his role garnering critical acclaim, he also starred in their production of Carry the Tiger to the Mountain.
Since starring as Lance Nguyen in The Fast and the Furious, Lee appeared as Tai Huang in the Walt Disney Pictures film Pirates of the Caribbean: Dead Man's Chest. He has played Secret Service Special Agent Bill Kim in the FOX drama Prison Break, a character he describes as "a guilty pleasure to play, wonderfully complex and devious". He appeared in Chinaman's Chance, about which he said "It's an important story that definitely needs to be told and humanized. Plus I get to play pretend in the Old West. How great is that?"
In 2010, he guest-starred as Tom in the NBC series Persons Unknown.
In 2012, he played Ross, a Gotham City police officer in Christopher Nolan's The Dark Knight Rises.
From 2011 to 2017, he played Desk Sergeant Drew Wu in the NBC supernatural police drama Grimm.
In 2018, for NCIS: New Orleans, he appeared as Assistant Special Agent in Charge Steven Thompson. He previously appeared in an unrelated role in an episode of NCIS.