Preheat the oven to 350 degrees F (175 degrees C). Place pie crust into a 9-inch pie pan.
Bake in the preheated oven until lightly browned, 9 to 11 minutes. Remove from the oven and let cool.
While crust cools, beat cream cheese in a medium bowl with an electric mixer until creamy, about 30 seconds. Gradually beat in milk until well blended. Add pudding mix and beat for 30 seconds. Beat in lemon pie filling on low speed until blended. Fold in whipped topping. Spoon mixture into the cooled pie crust.