Lee's go-ahead score on a slap shot came after Casey Cizikas won a faceoff in the Blues zone and sent the puck back to Lee, who rifled it past Allen with 7:18 left. Lee, who started the season slowly, now has seven goals in his last eight games.
John Tavares also scored and Thomas Greiss stopped 24 shots to help the Islanders improve their season-best stretch to 5-0-1 in their last six games.
Robby Fabbri and Kyle Brodziak had goals for the Blues, who fell to 3-7-1 away from home while going 12-1-3 at Scottrade Center. Jake Allen finished with 24 saves.