Lehning was a four-year letterwinner and starter under coach Barry Lucas at Sublette High School. She ranks as the fourth all-time leading scorer in Kansas Girls Basketball history with 2,510 career points. Additionally, she holds the state all-time career records for rebounds, assists and steals. She holds the school records for career scoring, rebounding, assists and steals. The Sublette Lady Larks became the first team in class 2A history to post back-to-back undefeated seasons with a record of 52–0 and two state championships in 2004 and 2005. As a senior, she averaged 30.6 points, 15.0 rebounds, 8.8 assists and 5.3 steals per game. She was named Gatorade Player of the Year and Miss Kansas BasketballPlayer of the Year. She was also a four-time KBCA all-state first team selection and a two-time Hutchinson News Athlete of the Year. At the Hugoton, Red & Blue Classic Tournament, she was a four-time Most Valuable Player. The Wichita Eagle and Topeka Capital Journal named her all-state twice. Additionally, she was a four-time Southwest Kansas all-area first team pick by the Garden City Telegram and Dodge City Daily Globe. Twice, she appeared at the Miss Basketball Showcase All-Tournament Team. In addition to basketball, she lettered in volleyball and track and field.
Lehning holds the Kansas State school record and is fifth in Big 12 in career assists with 71. She ranks seventh in school history for career steals with 213 and ranks fourth in school history in career rebounds with 823. She is the only player in Big 12 history to register 1,000 points, 800 rebounds and 700 assists. She has had 48 double figure scoring games, 27 double figure rebound games and 20 double digit assist games. Her 17 career double doubles ranks sixth in school history. In addition, she holds the K-State and Big 12 record for career triple-doubles and triple-doubles in a single season. Among active players, she started 110 consecutive games, ranking second in the nation.
Kansas State statistics
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Atlanta Dream
Lehning was selected in the second round, 25th overall by the Atlanta Dream. Shalee played in her first WNBA game on May 27. It was a 76–73 victory against the Connecticut Sun. She played nine minutes, and had three assists and one steal.
Retirement
Lehning announced her retirement in January 2012 after complications from a torn ACL.
Coaching career
Lehning was hired as an assistant coach at her alma mater on January 10, 2010 as a mid-season replacement for Andria Jones, who had left in October. After four and a half seasons as a Kansas State assistant coach, Lehning was hired as an associate head coach for Northern Colorado in May 2014.