The vandalism - the statue's face was damaged, and its nose chipped off - comes as tensions are rising around Confederate monuments and white supremacy's role in America in the past and the present.
The incident happened sometime overnight, Duke University spokesman Keith Lawrence said, adding that the campus police are investigating.
Symbols of the Confederacy have come into focus since last weekend, when white nationalists, angered at the planned removal of a statue of Lee from a park in Charlottesville, Virginia, engaged in violent protests where a counter-protester was killed. On Monday, protesters pulled down one such monument in downtown Durham; seven people face charges.More news: No US strike on North Korea without South Korea's approval, Moon says
The university has issued a statement saying surveillance camera footage is being reviewed for clues as to who was behind the attack on the statue.
Duke University has removed a statue of Gen. A Duke Divinity School alumnus, Ocracoke United Methodist Church paster Richard Bryant, argues that campus officials should begin making plans to remove or disavow it.
University president Vincent Price said in a letter that he conferred with members of the campus community, including faculty, staff, students and alumni, to make the decision. "Together - and only together - we will determine an appropriate course of action informed by our collective values". Lee was among the 10 historical figures depicted at the chapel.More news: Nemanja Matic hails Manchester United supporters
Heather Heyer, 32, was killed after a auto drove into a crowd of people protesting the white nationalists who were demonstrating against the removal of a Lee statue.
More arrests have been made in the USA over the toppling of Confederate statues as communities in the south face a contentious debate over such divisive monuments.More news: USA drilling rig count drops by 5 to 949
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