Rob came through the academy of Charlton Athletic and established himself in the first team by the 1984–85 season. He rapidly became the Addicks’ star player playing as a winger and helping Charlton to promotion to the First Division at the end of the 1985–86 season. He remained a regular for the next four years until Charlton were relegated at the end of the 1989–90 season.
Rob remained with Charlton for more than two years after relegation, but he was sold shortly after the start of 1992–93 season to the league leaders, Newcastle United, for a fee of £700,000.
His Newcastle début was made as a substitute in a 1-0 win over Peterborough United. Newcastle were promoted to the Premier League at the end of the season, with Lee scoring 10 goals from 36 matches. Newcastle’s first season back in the top division for four years ended well, as they finished third and qualified for the UEFA Cup.
Rob won the Premier League player of the month for November 1995 as Newcastle moved twelve points clear of Manchester United at the top of the table. Newcastle finished the season in second place, but Lee was named in the PFA Team Of The Year for the 1995-96 season.
After Keegan’s shock resignation the following season, Kenny Dalglish was named manager, and he made Rob captain as Newcastle again finished runners-up to Manchester United in the Premier League. Rob’s last goal for Newcastle came in a 4-3 win over Manchester United in 2001. He then moved to Derby County for a transfer fee of £250,000 in 2002.
After a short, unsuccessful spell with Derby, which saw them relegated from the Premier League, Rob was sold to West Ham United in 2003, after scoring twice in games against Reading and Ipswich Town.
Rob played for England between 1994 and 1998, scoring twice in 21 appearances. He was called up for the first time for a friendly against the USA in September 1994, and scored on his début the following month against Romania.