The West End Redbacks finished at 6/239 thanks to patient innings by Lehmann (67 off 157) and Callum Ferguson (36 off 137).
After coming together at 3/100 in the second session, they batted for 44 overs and put on 102 runs to force a draw.
Ferguson was eventually dismissed off a sharp catch by Moises Henriques at silly point while Lehmann fell after debutant paceman Greg West found an inside edge in fading light.
Redbacks duo Alex Carey and Nick Winter (both 9) survived until stumps with SA holding a 78-run lead.
The Blues' first innings of 8(dec)/541 - courtesy of centuries to player of the match Daniel Hughes and Nick Larkin and a 99 to Henriques - put them in the box seat.
Spinner Stephen O'Keefe took four of the Blues' wickets, however the NSW attack otherwise failed to make inroads.
The Redbacks remain without a win after six matches at the foot of the Shield table with four draws and two defeats. The Blues sit second with two wins, three draws and a loss.
South Australia returns to Sheffield Shield action after the Big Bash break to host last year’s finalist Tasmania from 23 February at Adelaide oval.