Hang was last seen leaving her family's residence in St. Paul, Minnesota on January 12, 1993. She left home with a female friend, Kia "Nikki" Lee, who is not related to Hang. Kia returned home shortly alone afterwards. Hang's parents, who are refugees from Laos and did not speak English at the time, reported her as a missing person to authorities. She left behind all her clothing, her college savings, a $100 paycheck and her purse, which contained a knife and a lead ball for personal protection. Just prior to leaving her home, she told her brother that if she did come back, he should search for her because she did not trust Kia.

Kia initially told authorities Hang had left with some unidentified young men. She later changed her story and said Hang had gone to a job interview with Kia's own employer, Mark Steven Wallace, at Wallace's carpentry business on Iroquois Avenue. She said she had lied earlier because she believed Hang had run away and wanted to protect her, and also because her boss had told her not to tell anyone what really happened. Wallace owned a painting and decorating business in 1993, and Hang hoped to get a job there. Kia said she and Hang had gone to meet him together and he dropped Kia off at a gas station on the east side of St. Paul and drove away with Hang.

Wallace is the prime suspect in Hang's disappearance; he has been convicted of two particularly violent rapes and is also a suspect in other sex crimes. He has been uncooperative with the investigation and has hired a lawyer. Kia has also hired an attorney and stopped cooperating with police. Wallace has never been charged in connection with Lee's disappearance. Investigators searched his home in 2009 and drilled holes in his garage floor, but they didn't find any evidence.

Hang is described as a sweet, naive teenager. She wanted to become a writer and enjoyed reading at the time of her disappearance, and had a part-time job as a server in a local restaurant. She was a senior at Highland Park High School and planned to attend the University of Minnesota after graduating. Hang's case remains unsolved. Her parents and thirteen siblings are all still alive and hope she will come home. Foul play is suspected in her disappearance.