But that paled in comparison to the World Cup final as Lee found a tough crowd an hour before for the first ball was to be bowled.
"All of them are leaning in and they starting glaring at you straight-faced, so you've never had a tougher room," Lee said.
"Thankfully, I got a laugh."
So, what was the joke?
"I'll never repeat it," Lee said with a grin. "It's obvious the joke itself was what got us over the line so I would hate for it to fall in to the wrong hands."
Horsing around aside, Australia beat the Black Caps by seven wickets in the final as they claimed the trophy.
Moving on then.
Lee's cricket fandom extends to his role of 'chief hydration officer' with Twenty20 side the Melbourne Stars who play in the popular Big Bash competition.
He said the time was right for potential expansion in to New Zealand as the tournament continued to attract big crowds in Australia.
"The World Cup did such a great job for us to see more New Zealand players," he said.
"It'd be great to see, I reckon that's the next step for the Big Bash rather than trying to expand further in Australia. We are so close to you, it's quicker to get here than it is to get to Perth [from Melbourne]."
Lee is in Wellington this week as he is a diehard Carlton fan and the Blues will play an Anzac Day AFL fixture against St Kilda at Westpac Stadium on Saturday.
The 33-year-old has supported Carlton since he was a youngster when they formerly played at suburban ground Princes Park where he went to games with his father.
Carlton have struggled this year and are yet to find a win from their opening three games but Lee remained hopeful that his side could break their duck this weekend.
Maybe they need to bring him in to tell a pre-game joke.