Top seed Lee, who won the silver medal at the 2012 London Olympics and got married last month, lost his Group A match to China's Du Pengyu 12-21 21-16 22-20 before informing the organisers of his decision to withdraw.
"I am not in good condition ... I have a leg injury coming here. I wanted to skip this tournament as I only got married last month," the Malaysian Star newspaper quoted Lee as saying.
"I wanted to take a longer break and then get ready for the Korean Open and Malaysian Open next month.
"But I was told that I would be fined $5,000 if I didn't come here. I'll return home and hopefully recover to play in the Korean Open and Malaysian Open."
The Malaysian had been the favourite to win the Superseries crown at the Shenzhen Bay Sports Center in China in the absence of Lin Dan, who did not have enough ranking points to qualify for the tournament.
China's Lin had overhauled Lee in the Olympic final in August to deny Malaysia their first gold medal. Lin also humbled Lee in the final in Beijing four years earlier.
"It's been a long season, everyone is tired. I've been playing in tournaments every month after the London Olympics," Lee said.
"Lin Dan never played after the Olympics ... he took a long break for his wedding while I didn't have a choice.
"I tried not to put pressure on myself here as I knew I was not in the best condition, physically and mentally." (Writing by Sudipto Ganguly in Mumbai; Peter Rutherford)
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