Two days after romping to a four-stroke victory at the $14 million U.S. Women's Open at Pine Needles, Lee still feels "surreal" to have joined legends Karrie Webb and Jan Stephenson as Australia's only women’s multiple major winners.

"It's really just a great honour and so special to me to be one of the multiple major champions. It's pretty cool," the 26-year-old said from her Dallas base on Wednesday.

But the new World No.3 – who could claim the top ranking from Korea's Jin Young Ko if she continues her hot run in 2022 – says she's isn't finished yet.

"I definitely want to win the other three majors," Lee said.

"I'm not sure when that is going to be but hopefully I can make it happen soon.

"We have three left in our season so hopefully I can have a good run there."

Lee is now the holder of two of the five major trophies, the Evian Championship and U.S. Women's Open titles.

Next up is the KPMG Women's PGA Championship at Congressional in Maryland from June 23-26, followed by Lee's Evian defence in France from July 21-24.

RIGHT: Lee now holds two of the five women's major titles. PHOTO: Stuart Franklin/Getty Images.

The AIG Women's Open at Muirfield in Scotland rounds out the women's majors for this season from August 4-7.

The Perth ace will enter all three, and any event in between, brimming with belief after winning her past two stroke-play events and leading the LPGA Tour's 2022 scoring average thanks to her supreme ball striking.

"I feel like my ball striking has come a really long way over the last couple of years," Lee said.

"All of the effort I put into fixing my swing and working on my strength, it's all coming together.

"That's why it's all been paying off so far this year.

"So I'm quite confident that I can compete on the biggest stage for women's golf and I feel like right now that I can contend in every tournament I play in.

"I definitely want to win the other three majors. I'm not sure when that is going to be but hopefully I can make it happen soon." - Minjee Lee.

"I'm in a very confident space."

Lee modestly played down talk that she'd taken the mantle off retired tennis superstar Ash Barty as Australia's premier female sporting talent.

"I'm not sure if I can quite compare to Ash yet," she said.

"But it's pretty cool. I feel like golf in general has not been talked about too much so if I can put golf on the map in Australia, or even women's golf in Australia, I'm doing a good job."

But the two-time major winner certainly has no plans to suddenly walk away from sport like Barty.

"I don't see myself retiring anytime soon," Lee said.

"I have a lot of things I still want to accomplish and things I want to do in golf."

Including winning the Australian Open for a first time.

In a world first, this year's Open at Melbourne's Kingston Heath from December 1-4 will feature men and women playing at the same time, raising the prospect that Lee could compete along with her PGA Tour-playing brother Min Woo.

"There is no greater honour than winning your national open," Lee said.

"I won the Aussie Junior and the Aussie Amateur, and the Aussie Open would top it off.

"Hopefully I can make it."