"He's been brilliant, it was half his idea for me to get games, I've got a great relationship with Gary," the 23-year-old told BBC Radio Cambridgeshire.
"He hasn't quite played me as much as I'd hoped but you've got to have faith in the manager when you're a player."
Lee had made just five starts for Posh this season before heading to the Gills with team-mate Chris Whelpdale.
The pair have played three times for Andy Hessenthaler's side with Lee scoring once and 21-year-old winger Whelpdale finding the net twice.
"The whole point in going out in my view and the gaffer's view was to get me some games," Lee added.
"Hopefully I can come back and fight for my place at Peterborough.
"This is my fourth season at Peterborough and I've loved every minute. My main aim is to still be a Peterborough player."
Both players are set to return to London Road after Gillingham's League Two clash with Macclesfield on Saturday.
Source: BBC Sport
Source: BBC Sport