He says he finds shooting movies so physically demanding he's not sure his body will be able to withstand the strain again.
The famous director, who's 58, adds that it took him a year to recover from filming Crouching Tiger, Hidden Dragon.
Lee told Spiegel magazine: "When I go to bed, I often think I shouldn't do any more films. I'm getting older, so it's becoming more and more difficult."
He adds that he used to shoot one film after the other with only a few weeks in between.
"Crouching Tiger, Hidden Dragon was a turning point. It took me a year to physically recover," he said.
"Sometimes at night, I feel very fragile. Then, when I get up, I think differently again.
"But I have to limit myself, because I know the next film can already be the one that kills me."