Well, just ordering the battles he ordered I think he did. But if you mean personally, I've never heard that he did. Might have come close once during the Mexican War, though. He and Beauregard were out scouting and ran across a deserter. That guy didn't want to go back to soldiering and took a pretty good shot at Lee - shot right at his chest! Either Lee or Beauregard shot back, then they rushed the deserter and had a fist fight with him but got him all neatly tied up and ready to be packed off for his court-martial. After they were done, Beauregard looked at Lee and said, "Where are you shot?" Lee didn't know, didn't see any blood and sorted through his clothes - there was a neat hole right under the left sleeve. The shot had gone between his arm and side and missed him clean!