Henry Lee Williams grew up in the country close to his cousin and fellow blues man, Little Smokey Smothers. He got the nickname "Shot" from his mother at a young age, owing to his fondness for wearing suits and dressing up as a "big shot."

"Shot" moved to Detroit in 1954 and to Chicago in 1958. He joined Smothers there and began singing with Smokey's band in 1960 and a few years later joined Magic Sam's band as a vocalist. In 1962, Williams recorded his first singles for Chicago's Foxy label, "Hello Baby" and "I'm Trying." He recorded a series of singles for other labels, including King/Federal, Palos, Gamma, Shama and Tchula. His 1964 recording "Welcome to the Club" was a hit in Chicago, so much so that it was later covered by guitarist/singer Little Milton for Checker Records in 1965. Another regional hit, "I Like Your Style," came out in 1969 and was later covered by Junior Parker. Several more singles followed including the very popular "Drop Your Laundry Baby".

His first album under his own name, "Country Disco", was released on the Roots label in 1977. In the 1980s, Williams released a slew of singles on labels like Tchula, 4-Way, True & Dis-Muke. He released an album on cassette with many of these cuts called "I Like Your Style". In 1994 the Japanese label Vivid Sound released an album called "A Shot of Rhythm and Blues" containing tracks Williams recorded in Memphis apparently for (but not released by) Quinton Claunch's SoulTrax imprint. The Black Magic label decided to give Lee a "Shot" behind his own band. The result, "Cold Shot" was released in 1995 and was voted the Best Blues Album of 1995 (New Recording - Soul / Blues) by the Living Blues readers' poll. His debut for the Memphis-based Ecko Records, "Hot Shot", brought Williams home to the "Southern Soul Blues" world with the hit "I'll Take The Risk". His next Ecko album didn't appear until 2000 but in the meantime he released his own disc called "You Turn Me On" containing some remakes of songs he'd recorded before ("It Ain't Me No More", "You're Welcome To The Club". In 2000 Williams scored another hit with "She Made A Freak Out Of Me", followed by "Somebody's After My Freak". Williams left the label again and recorded one disc for Charles Wilson's label called "Let The Good Times Roll" before returning to Ecko for four more successful albums.

In 2008 Williams signed with CDS Records. His first CD for the label will be released March/April.