"I was doing lift, clean and place the whole day [on Sunday], and without thinking I put the tee behind my ball and picked it up, and my caddie is going 'it's not lift, clean and place today'," he said. "I wasn't thinking anything. I just put a tee behind the ball, picked it up."
Despite the mistake, which resulted in a bogey on the fourth hole, Lee worked his way into a share of the lead towards the end of his round and sat at 20-under par going into the final hole.
A par would have been enough to put him into a play-off with leaders Spieth and Gillis, but he bogeyed the par-four 18th after missing the green on his second shot.
Lee said his confidence was sky high at the moment and he was looking forward to the Open Championship, this coming weekend in Scotland.
"I feel like I can accomplish anything right now," he said. "Hopefully, I will have another good week next week."
His top performance at the weekend came just a week after claiming his maiden win on the PGA Tour at the Greenbrier Classic.
The Open Championship will mark Lee's third major of his career.