Lee scored the eventual game-winner with 1:23 left and Richard Jefferson's dunk sealed the final result after Sacramento guard Isaiah Thomas dribbled the ball out of bounds with 4.7 seconds remaining.
Brandon Rush added 11 points for the Warriors, who had lost five of six entering Saturday.
"He understands how to play and it's scary to think that he's only going to get better," Warriors head coach Mark Jackson said about Thompson.
DeMarcus Cousins had 28 points and 18 rebounds to pace Sacramento while John Salmons added 17, Tyreke Evans and Marcus Thornton finished with 16 and Thomas chipped in 12. The Kings have dropped two straight.
Sacramento was on top, 104-103, with three minutes to play when Lee scored six in a row around an Evans jumper to give Golden State the lead. His final basket, a contested layup off a Charles Jenkins pass, made it 109-106.
Thomas answered with a driving bucket, but the Kings committed a pair of costly turnovers in the final minute and never reclaimed the lead.
First, Terrence Williams blocked Thompson's baseline jumper and pushed the ball upcourt, but was met near the basket by Jefferson and lost the ball out of bounds.
With 14.3 seconds left, Lee failed to inbound the ball and was called for a five second violation. But Thomas gave it right back, losing his dribble out of bounds near the right wing.
Jefferson broke free on the ensuing inbounds and threw down a dunk before Evans' long three-point attempt fell short of the rim at the buzzer.
"We did everything that we could. In the second half, I thought our guys did a great job defensively," Kings head coach Keith Smart said.
Cousins made two free throws to start the game, but the Kings didn't lead again until 1:03 remained in the third, when the power forward completed a three-point play for an 86-85 advantage.
In between, the Warriors led by as many 13 and were up, 62-51, at the half.
Golden State guard Nate Robinson left the game late in the second quarter with an apparent hamstring injury. He finished with 10 points...The Warriors won the season-series, 3-1...Sacramento has lost four straight on the road.
Video via CSN Bay Area.
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