According to authorities, Lee was last seen on July 8 leaving the Campus Walk Apartments of the University of Mississippi sporting "a silver robe or housecoat, gold cap, and gray slippers."
Three days after Lee reportedly went missing his vehicle was found at a local towing company site.
Police said Lee's car landed at the towing site after being removed from the Molly Barr Trails Apartment complex, where he was believed to be visiting someone.
As police continue to search for the missing 20-year-old, Lee's family remains desperate for answers.
"We're just holding in strength with faith the size of a mustard seed. That's all we're holding onto -- that faith in that strength and staying strong. Not only for ourselves, but we're staying strong for Jay Lee," Lee's sister Tayla Carey, told WTOK.
The police departments of Oxford, Mississippi, and the University of Mississippi are collaborating on the investigation that has already executed "over a dozen search warrants."
"The departments are utilizing all available resources to track tips, potential witnesses, speaking with friends, running search warrants, canvassing areas, and collecting evidence," the police departments said in a statement.
Crimestoppers has also pledged $1,000 to anyone with information on Lee's whereabouts.
Lee's father, Jimmie Lee Sr., described Lee as a hard worker who was currently focusing his efforts on increasing access to baby formula amid the nationwide shortage.
"My son, he's currently working on an effort to provide infant formula for children that didn't have it available to them," Lee's father said. "It doesn't matter who you are, he was there to help if he saw the need."
"This is my plea that you help find my child," he added.