Gambhir celebrates after completing his century.
The left-hander made 113, hitting nine boundaries and a six, before he was stumped off Brad Hogg.
Robin Uthappa hit a quick 51 and in the company of the tailenders gave his team a glimmer of hope of pulling off a remarkable victory but fast bowler Lee (5-58) polished off the tail by taking three wickets in his last four balls.
India were bowled out for 299 in the final over to lose the match by 18 runs.
India's tour of Australia: Complete Coverage