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Fans wore items of purple clothing - as indicated on the invitation - and were told to "dance, sing, and shout to his music."
It's estimated that nearly 1,000 people turned out for the celebration, according to The Associated Press.
Lee posted several tributes to the "Purple Rain" singer on Instagram, including this one of the two together.
Prince's publicist Yvetter Noel-Schure released a statement Thursday confirming his death.
The Carver County Sheriff's Department told ABC News in a statement that sheriff deputies found the singer unresponsive Thursday morning in an elevator inside his Paisley Park estate in Chanhassen, Minnesota.