England set Australia PM's XI 265 to win
English batsman Eoin Morgan bats during the Prime Minister's XI cricket match at the Manuka Oval Ground in Canberra on January 14, 2014
Alastair Cook won the toss and decided to bat but captain Lee knocked him over for just one, edging a full length ball to the wicketkeeper.
And the 37-year-old, who has vowed to extend England’s summer of misery, then had Joe Root lbw to leave England on two for 12 runs in the day-night 50-over game.
The thermometer topped 37 Centigrade at the Manuka Oval in the Australian capital, but it did not stop Lee from returning figures of two wickets for 22 runs off seven overs, including a maiden.
England began to rally from another disastrous start when Lee went off after a four-over burst and finally set the PM's XI a target of 265 after registering a run rate of 5.28.
Opener Michael Carberry found some form in his 47 off 50 balls, including five boundaries, before skying Ben Cutting to Lee.
But it was big-hitting Jos Buttler batting at number seven who top-scored for the tourists with 61.
He was clean bowled by Jackson Bird just when England badly needed their danger man for the final overs.
Coming in at four, Gary Balance clipped a decent 56 off 71 balls but was caught at point off spinner James Muirhead, who snared three for 52.
Eoin Morgan had looked to leave a ripper from Muirhead that took big spin from outside off, leaving England on four for 98.
Ravi Bopara wasted no time and made 18 off 17 balls but an attempted drive off Muirhad flew head height to Michael Spaseki in the slips.
Bresnan made 36 useful runs before the McDermott brothers combined with Ben taking the catch off Alister's bowling.
Chris Jordan and James Tredwell plundered some late runs for the tourists as the bowlers wilted in the heat, but it was hardly the morale-boosting performance England wanted ahead of the second of five one-day internationals against Australia in Brisbane on Friday.
Australia won Sunday's opening ODI in Melbourne by six wickets following the 5-0 Ashes whitewash.
The PM's XI is an annual match against an international squad held in Canberra where the Australian Prime Minister picks some of the home squad, often a mixture up and coming players and a few veterans.