After victory at Newcastle, Lee said: "If you speak to Stevie Gerrard he will say that is always looking to improve on the training ground.
"That's the difference between world-class players. They don't settle for what they have got.
"He is always working hard on every aspect."
Toon boss Joe Kinnear added: "That was one of the most magnificent displays I have seen for a long time from Steven Gerrard."