Bell and Shallit recently introduced the Lie complexity of an infinite word $s$ as the function counting for each length the number of conjugacy classes of words whose elements are all factors of $s$. They proved, using algebraic techniques, that the Lie complexity is bounded above by the first difference of the factor complexity plus one; hence, it is uniformly bounded for words with linear factor complexity, and, in particular, it is at most 2 for Sturmian words, which are precisely the words with factor complexity $n+1$ for every $n$. In this note, we provide an elementary combinatorial proof of the result of Bell and Shallit and give an exact formula for the Lie complexity of any Sturmian word.