Steele has said that his stage name came about back during the days when he worked as a stockbroker when he took the subway to visit a client (at that time, he had already decided to move in the adult film industry and use the last name Steele), who was located in Midtown Manhattan and, Steele said, "I got off the subway at Madison [Avenue], [...] on the corner of Madison and Lexington Avenues" [sic], where he was struck by the sound of Lexington as a first name. In April 2001, he started appearing in adult movies in New York City. He got his earliest exposure appearing in the interracial amateur productions of Lynn Carroll, an over 40 Milf and frequent co-star with Steele. Steele moved to Los Angeles and joined the industry full-time in August 2001, initially shooting mainly for companies such as West Coast Productions and Director Spunky, before appearing on videotapes produced by Anabolic and Diabolic. At the beginning of 2008, he joined Red Light District Video for a brief period.