The 22-year-old from England, who won her first major title at last month’s Women’s British Open, recovered from an opening bogey to fire a three-under par 69 at Columbia Edgewater Country Club.
That put LPGA rookie Hall on 18-under 198 after 54 holes with Lee, who stumbled with a bogey at the par-4 17th, on 200 and American Marina Alex a distant third on 204.
No other rival was within eight shots of Hall, who began the day with a three-stroke lead and played a stalwart round as rivals faded.
Hall had back-to-back birdies at the par-5 fifth and par-4 sixth and again at the par-3 16th and 17, then sank a testy four-footer for par at 18 after a lip-out for birdie.
Lee sandwiched two birdies around a bogey in the first three holes, then torched three par-5 holes – the fifth, seventh and 10th – for birdies and added another at 11 before falling two off the pace with her late stumble.
Canada’s Brooke Henderson, coming off a Canadian Open title, fired a 74 after three bogeys in a row from the 14th to 16th holes, falling 11 shots behind Hall.