That's because they are literally implanted in his ears -- in a way.
Lee had magnets implanted in the tragus -- the protrusion at the front of the ear canal -- in front of each ear, that, when paired with a coil worn as a necklace, act as speakers.
The "invisible headphones" work much the way speakers do. When the coil moves closer to the implant, the sound gets louder. Likewise, Lee can press the tragus in toward his eardrum to make the sound louder still.
He's also considering adding more magnets around his ear to enhance the surround-sound abilities.
Lee is a "grinder," or a person who gets surgical enhancements in an effort to push the limits of human capability.
Lee also said he'd like to figure out how he can link it with the GPS on his smartphone, and of course, listen to music. Someday he could add Bluetooth as well.
But his implants aren't just for fun: Lee is losing sight in his right eye, and he hopes to link his built-in sound system to an ultrasonic rangefinder that will essentially give him echolocation abilities.
"Echolocation is something I want to start practicing with now because I might be legally blind soon," he said. "The implant is going to allow for a lot of new senses."
Notable deaths of 2014 [PHOTOS]