The answer will depend on the type of shopping experience you are seeking. SinCityMMAFan has provided the closest large shopping area. Please note that it's an outlet mall, which may or may not be what you want.
The closest "traditional" shopping mall (with department stores and non-outlet stores) would be the Mall at Millenia. It's roughly 12 miles from Lake Buena Vista. A car would be required to visit.
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