The Terriers' high-tempo passing game has earned them four wins and two draws at the Galpharm Stadium this season, while their narrow defeat at Charlton on Saturday was their fifth in the league away from home.
Lee, who insisted his side did not deserve to lose, said: "We don't want to travel to places, sit back and bore people out of their seats.
"We didn't get opened up in general play and I want my teams to go away and play football. I'm not a hypocrite. I played in some fantastic sides and enjoyed playing in that way, so I'm not going to become 'Mr Negative' all of a sudden because I'm now a manager.
"We have won a lot of games convincingly by playing exciting football. At times I have tried to change the system to try and play a little bit more defensively - against my own better judgement - and that hasn't resulted in a positive result.
"I believe I have a fantastic group of players that can match anybody and can win by playing in any way or system. People might think I'm a crackpot because we are not picking up certain results away from home, but that's the way I am."