The defending champion Mavericks lost for the eighth time in 10 games. They dropped three out of three games in a road trip against teams that all have losing records.
Golden State led at halftime by 10 and Dallas came no closer than nine the rest of the way.
Lee scored 25 points, four short of his season best. Nate Robinson had 21 off the bench and Monta Ellis produced 20 for the Warriors, who shot 53 percent from the field and made 10-of-25 from 3-point range.
Dirk Nowitzki led Dallas with 22 points.
Lamar Odom -- who has expressed disappointment at being with the Mavericks after being traded from the Los Angeles Lakers this season and whose discontent has been a major problem for his teammates -- was 1-of-6 from the field and scored three points in 15 minutes of action.