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Online hand gesture recognition (HGR) techniques are essential in augmented reality (AR) applications for enabling natural human-to-computer interaction and communication. In recent years, the consumer market for low-cost AR devices has been rapidly growing, while the technology maturity in this domain is still limited. Those devices are typical of low prices, limited memory, and resource-constrained computational units, which makes online HGR a challenging problem. To tackle this problem, we propose a lightweight and computationally efficient HGR framework, namely LE-HGR, to enable real-time gesture recognition on embedded devices with low computing power. We also show that the proposed method is of high accuracy and robustness, which is able to reach high-end performance in a variety of complicated interaction environments. To achieve our goal, we first propose a cascaded multi-task convolutional neural network (CNN) to simultaneously predict probabilities of hand detection and regress hand keypoint locations online. We show that, with the proposed cascaded architecture design, false-positive estimates can be largely eliminated. Additionally, an associated mapping approach is introduced to track the hand trace via the predicted locations, which addresses the interference of multi-handedness. Subsequently, we propose a trace sequence neural network (TraceSeqNN) to recognize the hand gesture by exploiting the motion features of the tracked trace. Finally, we provide a variety of experimental results to show that the proposed framework is able to achieve state-of-the-art accuracy with significantly reduced computational cost, which are the key properties for enabling real-time applications in low-cost commercial devices such as mobile devices and AR/VR headsets.