The 25-year-old Australian routed South Korea's Youngin Chun 6&5 on Wednesday in Group 1, carding birdies to win seven of their first 11 holes, before dropping a hole before halving No.13 to seal the match.
Lee won a seventh career title, and first since breaking her major drought at last year's Evian Championship, by winning the Founders Cup by two shots on the Upper Montclair Country Club course in New Jersey earlier this month.
"I made a bunch of birdies and I was able to keep the momentum going," said Lee, who led the Tour with a 68.893 scoring average entering the week.
"It was nice to get done early today. It's getting really hot."
The 64-player field is divided into 16 groups of four in a round-robin group stage. The group winners will advance to a 16-player, single-elimination bracket.
Lee will next meet American Brittany Altomare, who went down 2&1 to German Caroline Masson in her opening match.
The only two other Australians in the field had mixed results. Hannah Green was a 2&1 winner over Haeji Kang of South Korea in Group 6 while Su Oh lost 5&4 to South Korea's Hye-Jin Choi in Group 13 action.
Malaysia's Kelly Tan turned in the day's biggest rout, a 7&6 destruction of Race to the CME Globe leader Danielle Kang. Tan never lost a hole, and at one stretch she won six consecutively, all with birdies.
"I thought I played really well today, gave myself lots of chances," Tan said.
"Yeah, we played against Danielle today and it ... looked like she was in a little bit of pain, which, I felt a little bad."
Kang, a member of Shadow Creek, is trying to rebound from a back ailment that caused her to withdraw from two of her previous three events.
"It's going to take some patience and time for everybody. I just need to thank my team for getting me here. It's a little win that I have to take right now," she said.
England's Ewart Shadoff earned a 6&5 win over defending champion Ally Ewing, who has missed the cut in each of her past three tournaments.
