Celtic manager Ronny Deila insists Virgil van Dijk does not want to leave the Scottish Premiership leaders in January.
Celtic boss Ronny Deila says keeping his best players will take priority over acquisitions in the transfer window.
Japan international Lee, who suffered with injury during pre-season after joining the club in January, is well down the pecking order at St Mary's and is yet to make a Premier League appearance.
Lee scored in Southampton's Capital One Cup win at Stevenage and, following another setback, regained his fitness in the U21 team and came on as a substitute in the FA Cup third-round defeat to Chelsea.
The 27-year-old heads back to FC Tokyo, subject to international clearance, ahead of their J-League 1 campaign which starts next month.
Lee is set to return to Southampton ahead of pre-season this summer.