Mair spent most of his teenage years in the youth programme with Dundee. In order to gain valuable first team experience the player went on loan to East Fife in February 2001 and made his senior debut there against Peterhead.

He remained with the Methil side until the end of that season by which time he had made thirteen first team appearances in the starting eleven and scored twice.

Season 2001–02 saw Mair loaned out again, this time to Falkirk and where he was a regular in the side, making twenty-five starts and one further appearance from the bench. He remained at Brockville until the latter part of the campaign when he returned to Dundee. The following term he made his first Dundee appearance against Hearts in the first game of the campaign and went on to complete a total of 34 games, including a Scottish Cup Final appearance against Rangers. Established as a first team regular, Mair completed 2003–04, missing only two games to bring his total appearances for the Dark Blues to 79. He left Dens Park at the end of that season to join Stockport County where he turned out seventeen times.

After six months south of the border Mair joined United halfway through the 2004–05 season, enraging Dundee manager Jim Duffy, who believed Mair had already committed to a return to Dens Park and called it a "personal betrayal". After just seven appearances for his new club Mair sustained a knee injury during a training session that ruled him out for the rest of the season. Mair regained fitness and started the opening match of the 2006–07 season against Falkirk, netting his first United goal in the 2–1 win over Rangers in early November, in Craig Levein's first match in charge.

Lee then joined Aberdeen where he played for two seasons before signing for Saints on a three year contract in the summer of 2009, a deal which will see him with the Buddies until the end of the 2011–12 season.

Lee then signed a 2 year contract extension in March 2012 and will remain with Saints until the summer of 2014.