Drexel said Lee will be examined Friday. He left the building on crutches and with a brace on his right knee.
"I was driving, jumped, stopped, and I tried to shoot the ball and my knee gave in and I heard a pop, and that was that," Lee said. "It was more painful that I couldn't stay out and help my team."
Drexel, which led by as many as 19 points in the first half, is now 3-2, with the other loss to another Pac-12 foe, UCLA.
"I am disappointed, up 19," Drexel coach Bruiser Flint said. "We didn't make plays when we needed to in the second half."
Drexel guard Chris Fouch, the Bronx product, looked quite at home in the Garden, scoring 29 points. Frantz Massenat added 17.
"I learned we never back down from anybody and we go into every game thinking we could win," Fouch said. "We felt we let one get away from us today."
Nick Johnson, a 6-foot-3 junior, led Arizona with 20 points, while highly touted freshman Aaron Gordon had 10 points and 13 rebounds. Kaleb Tarczewski, a 7-foot sophomore, added 15 points, 10 rebounds and 4 blocked shots.
The Wildcats appeared to wear down the Dragons with their size, and outrebounded Drexel, 46-37.
Leading by 49-47, Arizona went on a 12-6 run and increased the margin to 61-53 with slightly more than a minute left. Drexel kept attacking but couldn't get closer than four points.
The Dragons opened the game on fire, playing mistake-free basketball and consistently hitting from the perimeter.
Drexel sped to a stunning 27-8 lead after Fouch hit a three-pointer from beyond NBA range with the shot clock winding down and 6:59 left in the first half.
But the Wildcats showed why they are a national title contender, getting back in the game with an 11-0 run.
By halftime, Arizona had trimmed the Drexel lead to 29-20.
Arizona played as poorly as it could and still was down by just nine at halftime, a bad sign for the Dragons.
Wildcats coach Sean Miller said his team didn't underestimate Drexel.
"They were what we expected," he said.
Drexel played without 6-7 junior Kazembe Abif, who had a concussion. His status for Friday was not known.