Lee converted a three-stroke third-round lead into a four-shot triumph at Pine Needles Country Club to pocket a cheque for a record $US1.8 million ($A2.5m).

The 26-year-old finished at 13-under-par for the tournament after closing with a 71 on Sunday.

Lee is the third Australian to win the U.S. Women's Open, the biggest event in women’s golf, after Karrie Webb (2000 and 2001) and Jan Stephenson.

The Perth star's dominant victory follows her breakthrough maiden major at the Evian Championship last July and is set to catapult Lee from fourth to No.2 in the world.

The win also elevated Lee into an esteemed company as only the sixth Australian golfer to have captured multiple majors.

"I'm speechless. I can't believe it right now," Lee said.

"It's just super, super special and a great honour and it's been my dream since I was a little goal, the one I always wanted to win.

"So now I've done it and it just feels amazing."

Webb, with seven major championships, Stephenson (3) and men's greats Peter Thomson (5), Greg Norman (2) and David Graham (2) are the only other Australians to have won more than one.

"It's such a large sum and I'm really honoured to be the first winner of the sum but we're only going to get better and better," Lee said.

"We're only moving in the right direction."

After starting the final round three clear, Lee all but slammed the door shut on the chasing pack with consecutive birdies on the first two holes to charge five clear.

The World No.4 then made bogeys on the 5th and 7th holes but still reached the turn where she'd started at 13-under-par, while her American playing partner Mina Harigae had dropped one shot to slip four behind.

Lee turned the back nine into a procession as her challengers fell away, with Harigae (72) finishing runner-up.

Already the LPGA Tour's 2022 scoring average leader and victorious in her last two stroke play starts, Lee's will have three more opportunities at major glory in 2022, including the AIG Women’s Open at Muirfield, KPMG Women’s PGA Championship and when she defends in France.