Drinking litres and litres of water and taking refuge under an umbrella, Lee collected seven birdies in a first-round three-under-par 69 at PGA Frisco.
Australia's dual major winner is just one shot behind Thai superstar Jeeno Thitikul and one ahead of American Yealimi Noh, South Koreans Somi Lee and Haeran Ryu, and Japan's Rio Takeda, who share third at two under.
"I putted really great today. I made a lot of birdie putts and a whole bunch of up-and-down par putts as well," Lee said.
"My iron game was pretty solid as well, but I think I need to sharpen up my drives a little bit. But I felt quite good today.
"I was clutch under like 14 feet."
Lee at one point reached five under for a two-stroke buffer following back-to-back birdies on the 14th and 15th holes, but dropped shots on 16 and 18 to open the door for Thitikul to snare the first-round lead.
The Perth ace was nevertheless happy to just be back in the clubhouse after a gruelling morning battling the conditions.
"I just kept telling my caddie, 'Can you give me another water, can you give me another water?' So, I don't know. I don't think we could have enough out there. It's really hot," Lee said.
"It's the same for everyone. I mean, if it's tough for me it's going be tough for pretty much the whole field.Â
"Just try and use my umbrella to shade the sun and the more wind we have it's a little bit cooler so just try and hydrate and eat well on the course."
Thitikul started slowly, slipping to two over with a double-bogey six on the fifth hole.
But that was her lone blemish before reeling off six birdies in her last 13 holes to sit pretty atop the leaderboard.
Nine players shot one under to be tied for seventh, with Steph Kyriacou the next best of the Australians after opening with an even-par 72 to be well placed in joint-16th position.
Grace Kim is one shot further back after starting with a 73, with Karis Davidson (74), 2019 PGA champion Hannah Green (74), Robyn Choi (74) and Hira Naveed (75) also inside the cut line.
But Gabriela Ruffels (77) and Cassie Porter (78) have ground to make up to play the weekend.
World No.1 Nelly Korda posted a first-round 72, three days after aggravating a neck injury during a practice round.
While Korda said it didn't hurt hitting shots, the two-time major champ felt pain "just with rotation" of her neck and that it was hard to get comfortable sleeping at night.
"It's better, yeah. Getting better every day, which is nice," she said.
"Just because I injured it last year, whenever I do injure my neck it takes a little bit longer than normal.
"I kind of tweaked it before my round with Ariya (Jutanugarn) in Vegas this year, during the night I couldn't move then, so thankfully it wasn't as bad as that day. ... Just takes me like a week to kind of recover when I tweak my neck now."
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