Christie had won her quarter-final and semi-final in the Olympic Oval but was narrowly edged out in the final by just over two hundredths of a second.
Christie, from Livingston, clocked 1 minute 30.462 seconds with Lee just ahead in 1:30.440, promising a productive year for the 22-year-old.
Valerie Maltais, who set a new world record of 1:27.653 in the heats, was penalised in the final as China's Liu Qiuhong took third.
Christie finished third in the overall World Cup standings for the 1000m last season, two second place finishes and a win helping her.
Lee was not the only South Korean to shine in Canada with the nation's skaters finishing first in three of the four finals on day two, Shim Suk Hee and Noh Jinkyu winning the women's and men's 1500m respectively.
The other gold was won in the men's 1000m by Russia's Vladimir Grigorev, who also set a new world record in the 500m preliminaries.
Britain's Charlotte Gilmartin, the only other female on the team, did not progress out of the 1500m semi-finals.
And British men also struggled, with Paul Stanley and Richard Shoebridge going out in the quarter-finals of the first men's 1000m event while Ian Upcott and Billy Simms only got as far as the repechage heats of the men's 1500m.
Jack Whelbourne almost made the 1500m final, and went to his repechage semi-final needing to win, but he could only place third.