The 30-year-old singer/songwriter flew to Melbourne from LA earlier this week to film his brief guest spot with the series.
"My childhood dream was to appear on Hey Hey It's Saturday, be interviewed by Bert Newton and appear on Neighbours," said Lee. "I achieved the hat-trick and now I'm ready for retirement."
Australian pop star Cassie Davis joined Lee on set to film scenes in Charlie's Bar.
Meanwhile, Lily Allen's long-awaited cameo will air in Australia next week.