Hampton Williams gave the Coyotes the final 70-69 lead with a shot in the paint with six seconds left. Lee blocked a shot by MNU's Keona Schenck at the other end, but the ball went out of bounds off of Lee with 1 second remaining.
Williams blocked Kameron Green's desperation shot as the horn sounded.
"We had that same calmness that we've had the entire year," coach Ryan Showman said. "Things were good, things were bad, but we had an even keel and just made plays. The last 20 seconds when we were down one, it was no big deal. It was nothing."
The game was nip-and-tuck from start to finish. Wesleyan led 17-14 after one quarter, trailed 33-29 at halftime and was down 51-49 after three quarters.
A 7-2 MNU run gave the Pioneers their biggest lead of the game, 40-33, with 7:27 left in the third quarter and they led 55-49 with 9:00 left in the game. The Coyotes had an answer each time, though.
LaMyah Ricks, a native of nearby DeSoto, led KWU with 15 points while Lee and Jill Stephens had 12 each and Paige Chauncey 10 and seven rebounds. The Coyotes got 23 points from their players off the bench led by Stephens and Jocelyn Hall who had nine points and eight rebounds. MNU got five points from its reserves.
"It's why we're where we're at," Showman said of the balance and depth. "On any given night someone's going to step up and make a play in any give situation. We had so many of those across the board tonight when we needed them most."
KWU shot 42.6 percent (26 of 61) while MNU shot 46.3 percent (25 of 54). The Coyotes were outrebounded 36-27 but forced 18 turnovers that led to 21 points; the Pioneers scored 16 points off 13 Wesleyan miscues.
Schenck, a graduate student and transfer from Division I Illinois-Chicago, led MNU with 24 points
Showman said his team heeded the advice he and his staff preached during the week: close will count at the end.
"We just needed to hang around, get to the fourth quarter and we're going to find a way to win," he said. "That's exactly what we did. We made the plays we had to to win the game."
Showman said the low seeding was effectively business as usual.
"Our team understands this entire year we've been kind of cast aside, we've been doubted," he said. "Coaches picked us fifth in (the Kansas Conference), we go win the thing; we get seeded 15th it's like no big deal. It is what it is. We can't control anything other than what we can do between the lines."