Australian winter Olympian Cheltzie Lee progressed to the second stage of the women's competition after a sizzling first round performance at the figure skating world championships in Moscow.

The 18-year-old from Sydney successfully landed a difficult triple toe loop jump combination to finish 18th in the short program which was won by South Korea's Yuna Kim with Miko Ando from Japan second and Russia's Ksenia Makarova third.

Lee skated a program choreographed by England's 1980 gold medallist Robin Cousins to clinch a position in the top 24 that propelled her into the final round of competition on Saturday.

Lee, who divides her training between Sydney and Colorado Springs in the US, finished 20th at the Winter Olympics last year.

She followed that with a 17th place at the 2010 World Championships in Torino, Italy, and came 10th in the Four Continents in Taipei, Taiwan in February.

Current world champion Mao Asada proved disappointing after coming seventh in the short program.

AAP